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policy tableau simplex tableau simplex element interval polynomial programming function computation problem method degree state numerator decision variable i e e hordijk action simplex method theorem number blackwell field discount factor degree n coefficient solution time t denominator procedure system algorithm state i discount policy f factor value column sturm markovian policy r matrix program order reward order n 2 sensitivity-analysi step 3. function p j e e component approach objective function operation math centre tract result smallwood markovian decision problems discount factors transformation interest rate p lemma complexity interest howard amsterdam point kallenberg markov vector interest rate decision rules p-optimal process constraint simplex format netherland jeroslow
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Sensitivity analysis in discounted Markovian decison problems
(Article)
Hordijk, A. Dekker, R. Kallenberg, L.C.M. |
1985-09-01
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