| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0348383 |
| utime |
20240103194009.2 |
| mtime |
20101103235959.9 |
| WOS |
000295015302003 |
| DOI |
10.1109/ICSMC.2010.5641952 |
| title
(primary) (eng) |
Estimating of Bellman function via suboptimal strategies |
| specification |
| page_count |
8 s. |
| media_type |
CD |
|
| serial |
| ARLID |
cav_un_epca*0348986 |
| ISBN |
978-1-4244-6587-3 |
| ISSN |
1062-922X |
| title
|
IEEE International Conference on Systems, Man, and Cybernetics 2010 |
| page_num |
1-8 |
| publisher |
| place |
Istambul |
| name |
IEEE |
| year |
2010 |
|
|
| keyword |
Bellman function |
| keyword |
approaximated dynamic programming |
| author
(primary) |
| ARLID |
cav_un_auth*0223019 |
| name1 |
Zeman |
| name2 |
Jan |
| full_dept (cz) |
Adaptivní systémy |
| full_dept (eng) |
Department of Adaptive Systems |
| department (cz) |
AS |
| department (eng) |
AS |
| 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 |
GA102/08/0567 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0239566 |
|
| project |
| project_id |
1M0572 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0001814 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
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. |
| action |
| ARLID |
cav_un_auth*0264925 |
| name |
2010 IEEE International Conference on Systems, Man, and Cybernetics |
| place |
Istanbul |
| dates |
10.10.2010-13.10.2010 |
| country |
TR |
|
| reportyear |
2011 |
| RIV |
BC |
| permalink |
http://hdl.handle.net/11104/0188932 |
| arlyear |
2010 |
| mrcbU34 |
000295015302003 WOS |
| mrcbU63 |
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 |
|