First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function (Q2216181)
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scientific article; zbMATH DE number 7285836
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| English | First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function |
scientific article; zbMATH DE number 7285836 |
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First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function (English)
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15 December 2020
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Markov decision model
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model reduction
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transition probability function
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optimal value
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functional differentiability
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financial optimization
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0.7765930891036987
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0.7765504717826843
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0.7616980075836182
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0.751794695854187
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