| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0368311 |
| utime |
20240103195940.2 |
| mtime |
20111208235959.9 |
| title
(primary) (eng) |
Ideal and non-ideal predictors in estimation of Bellman function |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0368293 |
| ISBN |
978-80-903834-6-3 |
| title
|
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) |
| page_num |
87-93 |
| publisher |
| place |
Prague |
| name |
Institute of Information Theory and Automation |
| year |
2011 |
|
|
| keyword |
Bellman function |
| keyword |
estimation |
| keyword |
imperfect predictor |
| keyword |
futures market data |
| keyword |
predictors |
| 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 |
1M0572 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0001814 |
|
| project |
| project_id |
GA102/08/0567 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0239566 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
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. |
| action |
| ARLID |
cav_un_auth*0276749 |
| name |
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) |
| place |
Sierra Nevada |
| dates |
16.12.2011-16.12.2011 |
| country |
ES |
|
| reportyear |
2012 |
| RIV |
BB |
| num_of_auth |
1 |
| permalink |
http://hdl.handle.net/11104/0202692 |
| arlyear |
2011 |
| mrcbU63 |
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 |
|