1985-09-01
Sensitivity analysis in discounted Markovian decison problems
Publication
Publication
OR Spektrum , Volume 7 - Issue 3 p. 143- 151
This paper deals with a finite-state, finiteaction 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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| doi.org/10.1007/BF01721353, hdl.handle.net/1765/2248 | |
| OR Spektrum | |
| Organisation | Erasmus School of Economics |
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Hordijk, A., Dekker, R., & Kallenberg, L. C. M. (1985). Sensitivity analysis in discounted Markovian decison problems. OR Spektrum, 7(3), 143–151. doi:10.1007/BF01721353 |
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