Sensitivity-analysis in discounted Markovian decision problems

A. Hordijk*, R. Dekker, L. C.M. Kallenberg

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

13 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)143-151
Number of pages9
JournalOR Spektrum
Volume7
Issue number3
DOIs
Publication statusPublished - Sep 1985

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