A New Approach to Estimating the Bellman Function
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F09%3A00165555" target="_blank" >RIV/68407700:21340/09:00165555 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
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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Classification
Type
D - Article in proceedings
CEP classification
IN - Informatics
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Doktorandské dny 2009
ISBN
978-80-01-04436-0
ISSN
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e-ISSN
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Number of pages
10
Pages from-to
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Publisher name
Česká technika - nakladatelství ČVUT
Place of publication
Praha
Event location
Praha
Event date
Nov 13, 2009
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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