Sensitivity analysis in discounted Markovian decision problems (Q1058999)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity analysis in discounted Markovian decision problems |
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Sensitivity analysis in discounted Markovian decision problems (English)
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1985
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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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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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