First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
Crossref DOI link: https://doi.org/10.1007/s00186-020-00706-w
Published Online: 2020-03-02
Published Print: 2020-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kern, Patrick
Simroth, Axel
Zähle, Henryk http://orcid.org/0000-0002-7737-177X
Funding for this research was provided by:
Universität des Saarlandes
Text and Data Mining valid from 2020-03-02
Version of Record valid from 2020-03-02
Article History
Received: 23 January 2019
Revised: 2 September 2019
First Online: 2 March 2020