Sensitivity analysis in discounted Markovian decision problems (Q1058999): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Sensitivity analysis in discounted Markovian decision problems	scientific article

Statements

instance of

scholarly article

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title

Sensitivity analysis in discounted Markovian decision problems (English)

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published in

OR Spektrum

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publication date

1985

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review text

This paper deals with a finite-state, finite-action discrete-time Markov decision model. A linear programming procedure is developed for the computation of optimal policies over the entire range of the discount factor. Furthermore, a procedure is presented for the computation of a Blackwell optimal policy.

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zbMATH Keywords

sensitivity analysis

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discounting

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finite-state, finite-action discrete- time Markov decision model

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computation of optimal policies

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Blackwell optimal policy

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author

Arie Hordijk

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Rommert Dekker

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Lodewijk C. M. Kallenberg

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MaRDI profile type

MaRDI publication profile

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cites work

Discrete Dynamic Programming

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Q3294638

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Finite state Markovian decision processes

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Q3750537

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Q4771778

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Constrained Undiscounted Stochastic Dynamic Programming

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Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints

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Q3266141

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Asymptotic Linear Programming

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Q4739658

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Discrete Dynamic Programming with a Small Interest Rate

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Optimum Policy Regions for Markov Processes with Discounting

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Q3857636

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Q4105489

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full work available at URL

https://doi.org/10.1007/bf01721353

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Identifiers

zbMATH Open document ID

0565.90082

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DOI

10.1007/BF01721353

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1058999

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+Constrained Undiscounted Stochastic Dynamic Programming
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+Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints
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+Asymptotic Linear Programming
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+Discrete Dynamic Programming with a Small Interest Rate
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+Optimum Policy Regions for Markov Processes with Discounting
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