Sensitivity analysis in discrete dynamic programming

DOI10.1007/BF00939411zbMath0619.90079OpenAlexW2028673457MaRDI QIDQ1090253

Wallace J. Hopp

Publication date: 1988

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00939411

zbMATH Keywords

sensitivity analysisdiscrete dynamic programminimum perturbations

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items

Sensitivity Analysis in Markov Decision Processes with Uncertain Reward Parameters ⋮ Multiaction maintenance subject to action-dependent risk and stochastic failure

Cites Work

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• Non-negative matrices and Markov chains. 2nd ed
• The Tolerance Approach to Sensitivity Analysis in Linear Programming
• A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
• Discounting, Ergodicity and Convergence for Markov Decision Processes
• Technical Note—Identifying Forecast Horizons in Nonhomogeneous Markov Decision Processes
• Scheduling to Minimize Interaction Cost