Sensitivity analysis in discounted Markovian decision problems
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Cites work
- Asymptotic Linear Programming
- Constrained Undiscounted Stochastic Dynamic Programming
- Discrete Dynamic Programming
- Discrete Dynamic Programming with a Small Interest Rate
- Finite state Markovian decision processes
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- Optimum Policy Regions for Markov Processes with Discounting
- Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints
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- Sensitivity of constrained Markov decision processes
- Methods of optimal dynamic decisions using the discount criterion
- Sensitivity analysis of a sequential decision problem with learning
- Singularly perturbed linear programs and Markov decision processes
- Infinite horizon Markov decision processes with unknown or variable discount factors
- An asymptotic simplex method for singularly perturbed linear programs
- A unified approach to Markov decision problems and performance sensitivity analysis
- Robust analysis of discounted Markov decision processes with uncertain transition probabilities
- First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
- An efficient basis update for asymptotic linear programming
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- Criteri di sensitività in problemi di dominanza stocastica
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- Algorithms for uniform optimal strategies in two-player zero-sum stochastic games with perfect information
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- Policy improvement for perfect information additive reward and additive transition stochastic games with discounted and average payoffs
- Uniform turnpike theorems for finite Markov decision processes
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