Proceedings of the 10th International PhD Workshop on Systems and Control. - Praha : ÚTIA, AV ČR, 2009 / Hofman Radek ; Šmídl Václav ; Pavelková Lenka
- ISBN 978-80-903834-3-2
Pages
s. 1-5
Number of pages
5 s.
Publication form
www - www
Action
10th International PhD Workshop on Systems and Control a Young Generation Viewpoint
Event date
22.09.2009-26.09.2009
VEvent location
Hluboká nad Vltavou
Country
CZ - Czech Republic
Event type
EUR
Language
eng - English
Country
CZ - Czech Republic
Keywords
dynamic programming ; Bellman function ; value function
Subject RIV
BD - Theory of Information
R&D Projects
2C06001 GA MŠMT - Ministry of Education, Youth and Sports (MEYS)
GA102/08/0567 GA ČR - Czech Science Foundation (CSF)
CEZ
AV0Z10750506 - UTIA-B (2005-2011)
Annotation
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.
