A New Approach to Estimating the Bellman Function

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F09%3A00331460" target="_blank" >RIV/67985556:_____/09:00331460 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
A New Approach to Estimating the Bellman Function
Original language description
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.
Czech name
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Czech description
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 10th International PhD Workshop on Systems and Control
ISBN
978-80-903834-3-2
ISSN
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e-ISSN
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Number of pages
5
Pages from-to
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Publisher name
ÚTIA, AV ČR
Place of publication
Praha
Event location
Hluboká nad Vltavou
Event date
Sep 22, 2009
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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