bibtype	C - Conference Paper (international conference)
ARLID	0329804
utime	20240103192119.8
mtime	20091112235959.9
title (primary) (eng)	On Implicit Approximation of the Bellman Equation
specification	page_count 6 s.
serial	ARLID cav_un_epca*0329275 title Proceedings of the 15th IFAC Symposium on Identification and System Parameter Estimation - SYSID 2009 page_num 1463-1468 publisher place Saint-Malo name IFAC year 2009
title (cze)	Implicitní aproximace Bellmanovy rovnice
keyword	function approximation
keyword	Bellman equation
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	url http://library.utia.cas.cz/separaty/2009/AS/pistek-on implicit approximation of the bellman equation.pdf
cas_special	project project_id 2C06001 agency GA MŠk 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 approximates the Bellman equation without omitting the principal uncertainty stemming from incomplete knowledge. Thus, the approximated optimal strategy retains the ability to constantly verify the current knowledge. An integral part of the proposed solution is a reduction in memory demands using HDMR approximation. The result of this method is a linear algebraic system for an approximated upper bound on the Bellman function. The analysis of the approximation error has not been considered here. One illustrative example has been completely resolved. abstract (cze) V článku je navržen efektivní algoritmus pro aproximaci optimalní rozhodovací strategie. Algoritmus aproximuje Belmannovu rovnici aniž by potlačoval principiální nejistotu pramenící z neúplné znalosti systému. Díky tomu si aproximovaná strategie zachovává schopnost neustále prověřovat aktuální znalosti. Součástí řešení je i redukce paměťových nároků s pomocí HDMR aproximace. Výsledkem celé metody je lineární algebraický systém pro aproximovaný horní odhad Bellmanovy funkce. Chyba aproximace nebyla analyzována. V článku je vyřešen jeden ukázkový příklad. action ARLID cav_un_auth*0253725 name 15th IFAC Symposium on Identification and System Parameter Estimation - SYSID 2009 place Saint-Malo dates 06.07.2009-08.07.2009 country FR reportyear 2010 RIV BC permalink http://hdl.handle.net/11104/0175738 arlyear 2009 mrcbU63 cav_un_epca*0329275 Proceedings of the 15th IFAC Symposium on Identification and System Parameter Estimation - SYSID 2009 1463 1468 Saint-Malo IFAC 2009