First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function.
Patrick KernAxel SimrothHenryk ZählePublished in: Math. Methods Oper. Res. (2020)
Keyphrases
- decision model
- probability function
- decision problems
- decision making
- decision models
- decision makers
- dynamic programming
- belief functions
- optimal strategy
- computational complexity
- probability functions
- real world
- expected utility
- evolutionary algorithm
- search space
- optimal solution
- reinforcement learning
- machine learning