Sensitivity analysis in discounted Markovian decison problems
September 1985
Article
volume 7, issue 3 pp 143-151.
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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.
Keywords
Automatically Extracted Terms
- policy
- tableau
- simplex tableau
- simplex
- element
- interval
- programming
- polynomial
- function
- computation
- problem
- method
- degree
- state
- numerator
- decision
- variable
- i e e
- hordijk
- simplex method
