Sensitivity analysis in discrete dynamic programming (Q1090253)
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scientific article; zbMATH DE number 4006007
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| English | Sensitivity analysis in discrete dynamic programming |
scientific article; zbMATH DE number 4006007 |
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Sensitivity analysis in discrete dynamic programming (English)
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1988
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The problem of characterizing the minimum perturbations to parameters in future stages of a discrete dynamic program necessary to change the optimal first policy is considered. Lower bounds on these perturbations are derived and used to establish ranges for the reward functions over which the optimal first policy is robust. A numerical example is presented to illustrate factors affecting the tightness of these bounds.
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minimum perturbations
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discrete dynamic program
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sensitivity analysis
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0.8097032904624939
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0.7912778854370117
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0.7885866165161133
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0.7873430848121643
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