| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0331460 |
| utime |
20240111140727.9 |
| mtime |
20091126235959.9 |
| title
(primary) (eng) |
A New Approach to Estimating the Bellman Function |
| specification |
| page_count |
5 s. |
| media_type |
www |
|
| serial |
| ARLID |
cav_un_epca*0329693 |
| ISBN |
978-80-903834-3-2 |
| title
|
Proceedings of the 10th International PhD Workshop on Systems and Control |
| page_num |
1-5 |
| publisher |
| place |
Praha |
| name |
ÚTIA, AV ČR |
| year |
2009 |
|
| editor |
|
| editor |
|
| editor |
| name1 |
Pavelková |
| name2 |
Lenka |
|
|
| title
(cze) |
Nový přístup k odhadování Bellmanových funkcí |
| keyword |
dynamic programming |
| keyword |
Bellman function |
| keyword |
value function |
| author
(primary) |
| ARLID |
cav_un_auth*0223019 |
| name1 |
Zeman |
| name2 |
Jan |
| 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 |
| ARLID |
cav_un_auth*0217685 |
|
| project |
| project_id |
GA102/08/0567 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0239566 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The paper concerns an approximate dynamic programming. It deals with a class of tasks, where the optimal strategy on a shorter horizon is close to the global optimal strategy. This property leads to a new, specific, design of the Bellman function estimation. The paper introduces the proposed approach and provides an illustrative example performed on the futures trading data. |
| abstract
(cze) |
Příspěvek se zabývá aproximací dynamického programování. Popisuje Bellmanovu odhadovací funkci. Článek představuje přístup a přikládá ilustrativní příklady. |
| action |
| ARLID |
cav_un_auth*0255665 |
| name |
10th International PhD Workshop on Systems and Control a Young Generation Viewpoint |
| place |
Hluboká nad Vltavou |
| dates |
22.09.2009-26.09.2009 |
| country |
CZ |
|
| reportyear |
2010 |
| RIV |
BD |
| permalink |
http://hdl.handle.net/11104/0176966 |
| arlyear |
2009 |
| mrcbU56 |
pdf |
| mrcbU63 |
cav_un_epca*0329693 Proceedings of the 10th International PhD Workshop on Systems and Control 978-80-903834-3-2 1 5 Praha ÚTIA, AV ČR 2009 |
| mrcbU67 |
Hofman Radek 340 |
| mrcbU67 |
Šmídl Václav 340 |
| mrcbU67 |
Pavelková Lenka 340 |
|