Sensitivity analysis in discrete dynamic programming

DOI10.1007/BF00939411MaRDI QIDQ1090253zbMATH OpenOpenAlexFDO

Authors Wallace J. Hopp

Publication date 1988

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00939411

zbMATH Keywords

sensitivity analysisdiscrete dynamic programminimum perturbations

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Recommendations

• scientific article; zbMATH DE number 3987072
• Sensitivity analysis in discounted Markovian decision problems
• Sensitivity analysis in a class of dynamic optimization models
• Sensitivity analysis for discrete optimal control problems
• Sensitivity analysis in Markov decision processes with uncertain reward parameters

Cites work

• scientific article; zbMATH DE number 3634009 (Why is no real title available?)
• A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
• Discounting, Ergodicity and Convergence for Markov Decision Processes
• Non-negative matrices and Markov chains. 2nd ed
• Scheduling to Minimize Interaction Cost
• Technical Note—Identifying Forecast Horizons in Nonhomogeneous Markov Decision Processes
• The Tolerance Approach to Sensitivity Analysis in Linear Programming

Cited in

(6)

• Sensitivity analysis in a class of dynamic optimization models
• Sensitivity analysis of a sequential decision problem with learning
• Exponential decay in the sensitivity analysis of nonlinear dynamic programming
• scientific article; zbMATH DE number 3987072 (Why is no real title available?)
• Multiaction maintenance subject to action-dependent risk and stochastic failure
• Sensitivity analysis in Markov decision processes with uncertain reward parameters

This page was built for publication: Sensitivity analysis in discrete dynamic programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1090253)