0368311 20240103195940.220111208235959.9 7 s. cav_un_epca*0368293978-80-903834-6-387-93PragueInstitute of Information Theory and Automation2011 Bellman function estimation imperfect predictor futures market data predictors 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/2011/AS/zeman-ideal and non-ideal predictors in estimation of bellman function.pdf 1M0572 GA MŠk cav_un_auth*0001814 GA102/08/0567 GA ČR cav_un_auth*0239566 CEZ:AV0Z10750506 The paper considers estimation of Bellman function using revision of the past decisions. The original approach is further extended by employing predictions coming from an imperfect predictor. The resulting algorithm speeds up the convergence of Bellman function estimation and improves the results quality. The potential of the approach is demonstrated on a futures market data. cav_un_auth*0276749 The 2nd International Workshop od Decision Making with Multiple Imperfect Decision Makers. Held in Conjunction with the 25th Annual Conference on Neural Information Processing Systems (NIPS 2011) Sierra Nevada 16.12.2011-16.12.2011 ES 2012 BB 1 http://hdl.handle.net/11104/0202692 2011 cav_un_epca*0368293 The 2nd International Workshop od Decision Making with Multiple Imperfect Decision Makers. Held in Conjunction with the 25th Annual Conference on Neural Information Processing Systems (NIPS 2011) 978-80-903834-6-3 87 93 The 2nd International Workshop od Decision Making with Multiple Imperfect Decision Makers. Held in Conjunction with the 25th Annual Conference on Neural Information Processing Systems (NIPS 2011) Prague Institute of Information Theory and Automation 2011