KL Control Theory and Decision Making under Uncertainty

author: Bert Kappen, Department of Medical Physics and Biophysics, Radboud University Nijmegen
published: Jan. 19, 2010,   recorded: December 2009,   views: 7889


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KL control theory consists of a class of control problems for which the control computation can be solved as a graphical model inference problem. In this talk, we show how to apply this theory in the context of a delayed choice task and for collaborating agents. We first introduce the KL control framework. Then we show that in a delayed reward task when the future is uncertain it is optimal to delay the timing of your decision. We show preliminary results on human subjects that confirm this prediction. Subsequently, we discuss two player games, such as the stag-hunt game, where collaboration can improve or worsten as a result of recursive reasoning about the opponents actions. The Nash equilibria appear as local minima of the optimal cost to go, but may disappear when monetary gain decreases. This behaviour is in agreement with experimental findings in humans.

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