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. First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function. Math. Meth. of OR, 92(1):165-197, 2020. [doi]

Abstract

Abstract is missing.