First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
Patrick Kern, Axel Simroth, Henryk Zähle
| Year of publication: |
2020
|
|---|---|
| Authors: | Kern, Patrick ; Simroth, Axel ; Zähle, Henryk |
| Subject: | Markov decision model | Model reduction | Transition probability function | Optimal value | Functional differentiability | Financial optimization | Markov-Kette | Markov chain | Entscheidungstheorie | Decision theory | Wahrscheinlichkeitsrechnung | Probability theory | Mathematische Optimierung | Mathematical programming |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-020-00706-w [DOI] 10.22028/D291-33789 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012301681