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.
| Additional Metadata | |
|---|---|
| , | |
| doi.org/10.1007/BF01721353, hdl.handle.net/1765/2248 | |
| OR Spektrum | |
| Organisation | Erasmus School of Economics |
