Sensitivity analysis in discounted Markovian decision problems
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This paper deals with a finite-state, finite-action discrete-time Markov decision model. A linear programming procedure is developed for the computation of optimal policies over the entire range of the discount factor. Furthermore, a procedure is presented for the computation of a Blackwell optimal policy.
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Cited in
(24)- Sensitivity analysis in discrete dynamic programming
- 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
- On a set of optimal policies in continuous time Markovian decision problem
- Sensitivity analysis in Markov decision processes with uncertain reward parameters
- Criteri di sensitività in problemi di dominanza stocastica
- scientific article; zbMATH DE number 3906263 (Why is no real title available?)
- Sensitivitätsanalysen in entscheidungsmodellen
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- Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
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- Algorithms for uniform optimal strategies in two-player zero-sum stochastic games with perfect information
- Sensitivity analysis for Markov reward structures until entrance times
- 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
- Sensitivity analysis and optimal ultimately stationary deterministic policies in some constrained discounted cost models
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