How Does the Value Function of a Markov Decision Process Depend on the Transition Probabilities?
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Publication:4385165
DOI10.1287/moor.22.4.872zbMath0892.90178OpenAlexW2009543467MaRDI QIDQ4385165
Publication date: 16 July 1998
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.22.4.872
Sensitivity, stability, parametric optimization (90C31) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)
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