Sensitivity analysis and optimal ultimately stationary deterministic policies in some constrained discounted cost models

DOI10.1007/s00186-010-0303-8zbMath1196.93100OpenAlexW2158965316MaRDI QIDQ992043

Nandyala Hemachandra, Krishnamurthy Iyer

Publication date: 8 September 2010

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-010-0303-8

zbMATH Keywords

linear programmingfinite modelsrandomized policiessimpliciesstationary deterministic policies

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Linear programming (90C05) Microeconomic theory (price theory and economic markets) (91B24) Optimal stochastic control (93E20)

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