| bibtype |
V -
Research Report
|
| ARLID |
0315897 |
| utime |
20240111140711.2 |
| mtime |
20081202235959.9 |
| title
(primary) (eng) |
On Implicit Approximation of the Bellman Equation |
| publisher |
| place |
Praha |
| name |
ÚTIA AV Čr, v.v.i |
| pub_time |
2008 |
|
| specification |
| page_count |
16 s. |
| media_type |
www |
|
| edition |
| name |
Research Report |
| volume_id |
2231 |
|
| title
(cze) |
Implicitní aproximace Bellmanovy rovnice |
| keyword |
Bellman equation |
| keyword |
function approximation |
| author
(primary) |
| ARLID |
cav_un_auth*0234872 |
| name1 |
Pištěk |
| name2 |
Miroslav |
| institution |
UTIA-B |
| full_dept |
Department of Decision Making Theory |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
2C06001 |
| agency |
GA MŠk |
| country |
CZ |
| ARLID |
cav_un_auth*0217685 |
|
| project |
| project_id |
GA102/08/0567 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0239566 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
In this article, an efficient algorithm for an optimal decision strategy approximation is introduced. It approximate the Bellman equation without omitting the principial uncertainty stemming from an uncomplete knowledge. 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. |
| abstract
(cze) |
V článku je představen algoritmus pro aproximaci optimální rozhodovací strategie. Ten aproximuje Bellmanovu rovnici aniž by zanedbával principiální nejistotu plynoucí z neúplné znalosti. Součástí navrženého řešení je redukce paměťových nároků pomocí HDMR aproximace. Výsledkem je lineární algebraický systém pro aproximovaný horní odhad Bellmanovy funkce. V článku je vyřešen jeden ukázkový příklad. |
| reportyear |
2009 |
| RIV |
BB |
| mrcbC52 |
4 O 4o 20231122133746.7 |
| permalink |
http://hdl.handle.net/11104/0165978 |
| arlyear |
2008 |
| mrcbTft |
\nSoubory v repozitáři: 0315897.pdf |
| mrcbU10 |
2008 |
| mrcbU10 |
Praha ÚTIA AV Čr, v.v.i |
| mrcbU56 |
pdf |
|