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MEMBERS OF RESEARCH CENTER
Research Centre
Data - Algorithms - Decision Making
Data - Algorithms - Decision Making
Established in 2005 under support of MŠMT ČR (project 1M0572)
Lectures and Presetations
Implicit Approximation of the Bellman Equation with Use of HDMR
Lecturer:
From:
Nov. 10 2008 10:45AM
To:
Nov. 10 2008 1:30PM
Place:
místnost č. 25
Description:
In this presentation, we introduce an efficient algorithm for optimal decision strategy approximation. It approximates the Bellman equation without omitting the principal uncertainty stemming from an incomplete knowledge. Thus, the approximated optimal strategy retains the ability to constantly verify the actual knowledge, which is the essence of dual control.
An integral part of the proposed solution is a reduction of memory demands using HDMR approximation. The result of this method is a linear algebraic system for an approximated upper bound on the Bellman function. One illustrative example has been completely resolved.
An integral part of the proposed solution is a reduction of memory demands using HDMR approximation. The result of this method is a linear algebraic system for an approximated upper bound on the Bellman function. One illustrative example has been completely resolved.
Contact person:
Within the event:
Pravidelný seminář Rozhodování a řízení za neurčitosti. (Contact person: Miroslav Kárný)