A unified approach to Markov decision problems and performance sensitivityanalysis

Authors
Cao, XR
Citation
Xr. Cao, A unified approach to Markov decision problems and performance sensitivityanalysis, AUTOMATICA, 36(5), 2000, pp. 771-774
Citations number
14
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
AUTOMATICA
ISSN journal
00051098 → ACNP
Volume
36
Issue
5
Year of publication
2000
Pages
771 - 774
Database
ISI
SICI code
0005-1098(200005)36:5<771:AUATMD>2.0.ZU;2-L
Abstract
We propose a simple approach that provides a unified formulation for the pe rformance sensitivity analysis of Markov chains and Markov decision problem s with both infinite horizon average-cost and discounted performance criter ia. (C) 2000 Elsevier Science Ltd. All rights reserved.