Sensitivity analysis in discounted Markovian decision problems
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- Asymptotic Linear Programming
- Constrained Undiscounted Stochastic Dynamic Programming
- Discrete Dynamic Programming
- Discrete Dynamic Programming with a Small Interest Rate
- Finite state Markovian decision processes
- Optimum Policy Regions for Markov Processes with Discounting
- Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints
Cited in
(22)- On a set of optimal policies in continuous time Markovian decision problem
- Sensitivity analysis in discrete dynamic programming
- First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
- Sensitivity analysis of a sequential decision problem with learning
- Singularly perturbed linear programs and Markov decision processes
- Algorithms for uniform optimal strategies in two-player zero-sum stochastic games with perfect information
- Uniform turnpike theorems for finite Markov decision processes
- Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
- Infinite horizon Markov decision processes with unknown or variable discount factors
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- Robust analysis of discounted Markov decision processes with uncertain transition probabilities
- Criteri di sensitività in problemi di dominanza stocastica
- An asymptotic simplex method for singularly perturbed linear programs
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- Policy improvement for perfect information additive reward and additive transition stochastic games with discounted and average payoffs
- Sensitivitätsanalysen in entscheidungsmodellen
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- scientific article; zbMATH DE number 733898 (Why is no real title available?)
- An efficient basis update for asymptotic linear programming
- Sensitivity analysis in Markov decision processes with uncertain reward parameters
- Sensitivity of constrained Markov decision processes
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