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  • 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.
  • 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. (en)
Title
  • Estimating of Bellman function via suboptimal strategies
  • Estimating of Bellman function via suboptimal strategies (en)
skos:prefLabel
  • Estimating of Bellman function via suboptimal strategies
  • Estimating of Bellman function via suboptimal strategies (en)
skos:notation
  • RIV/67985556:_____/10:00348383!RIV11-MSM-67985556
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1M0572), P(GA102/08/0567), Z(AV0Z10750506)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 257538
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/10:00348383
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Bellman function; approaximated dynamic programming (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [05AEB6AF5061]
http://linked.open...v/mistoKonaniAkce
  • Istanbul
http://linked.open...i/riv/mistoVydani
  • Istambul
http://linked.open...i/riv/nazevZdroje
  • IEEE International Conference on Systems, Man, and Cybernetics 2010
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Zeman, Jan
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • IEEE
https://schema.org/isbn
  • 978-1-4244-6587-3
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