Semi-Markov decision problems and performance sensitivity analysis.
Xi-Ren CaoPublished in: IEEE Trans. Autom. Control. (2003)
Keyphrases
- sensitivity analysis
- markov decision problems
- linear programming
- reinforcement learning
- managerial insights
- state space
- partially observable
- optimal policy
- influence diagrams
- decision processes
- policy iteration
- decision theoretic
- utility function
- expected utility
- transition probabilities
- queueing networks
- linear program
- markov decision processes
- infinite horizon
- dynamic programming
- average cost
- hidden markov models