0348383 20240103194009.220101103235959.9 000295015302003 10.1109/ICSMC.2010.5641952 8 s. CD cav_un_epca*0348986978-1-4244-6587-31062-922X1-8IstambulIEEE2010 Bellman function approaximated dynamic programming cav_un_auth*0223019 Zeman Jan Adaptivní systémy Department of Adaptive Systems AS AS UTIA-B Department of Decision Making Theory Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2010/AS/zeman-estimating of bellman function via suboptimal strategies.pdf GA102/08/0567 GA ČR cav_un_auth*0239566 1M0572 GA MŠk cav_un_auth*0001814 CEZ:AV0Z10750506 The paper concerns approximate dynamic decision making. It deals with solving Bellman equation to obtain the Bellman function via so-called suboptimal strategies. The suboptimal strategies are strategies reflecting the revision of the realized past decisions. The revision is conditioned on availability of future knowledge. Suboptimal strategies help to transform the estimation of Bellman function to solving system of algebraic equations, when parametrized form of Bellman function is used. The presented approach is applied to futures trading task. cav_un_auth*0264925 2010 IEEE International Conference on Systems, Man, and Cybernetics Istanbul 10.10.2010-13.10.2010 TR 2011 BC http://hdl.handle.net/11104/0188932 2010 000295015302003 WOS cav_un_epca*0348986 IEEE International Conference on Systems, Man, and Cybernetics 2010 978-1-4244-6587-3 1062-922X 1 8 Istambul IEEE 2010