Sensitivity-analysis in discounted Markovian decision problems

A. Hordijk; R. Dekker; L. C.M. Kallenberg

doi:10.1007/BF01721353

Sensitivity-analysis in discounted Markovian decision problems

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

^*Corresponding author for this work

Econometrics

Leiden University

Research output: Contribution to journal › Article › Academic › peer-review

17 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 language	English
Pages (from-to)	143-151
Number of pages	9
Journal	OR Spektrum
Volume	7
Issue number	3
DOIs	https://doi.org/10.1007/BF01721353
Publication status	Published - Sept 1985

Access to Document

10.1007/BF01721353

Cite this

@article{bb4bdcc90fa140aebefff0793bec59c9,

title = "Sensitivity-analysis in discounted Markovian decision problems",

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.",

author = "A. Hordijk and R. Dekker and Kallenberg, \{L. C.M.\}",

year = "1985",

month = sep,

doi = "10.1007/BF01721353",

language = "English",

volume = "7",

pages = "143--151",

journal = "OR Spektrum",

issn = "0171-6468",

publisher = "Springer-Verlag",

number = "3",

}

TY - JOUR

T1 - Sensitivity-analysis in discounted Markovian decision problems

AU - Hordijk, A.

AU - Dekker, R.

AU - Kallenberg, L. C.M.

PY - 1985/9

Y1 - 1985/9

N2 - 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.

AB - 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.

UR - https://www.scopus.com/pages/publications/0010772368

U2 - 10.1007/BF01721353

DO - 10.1007/BF01721353

M3 - Article

AN - SCOPUS:0010772368

SN - 0171-6468

VL - 7

SP - 143

EP - 151

JO - OR Spektrum

JF - OR Spektrum

IS - 3

ER -

Sensitivity-analysis in discounted Markovian decision problems

Abstract

Access to Document

Other files and links

Fingerprint

Cite this