Performance Potential Based Optimization and MDPs

Xi-Ren Cao

Chapter 4 in Stochastic Modeling and Optimization, 2003, pp 111-135 from Springer

Abstract: Abstract This chapter presents some recent results in the area of optimization and Markov decision processes (MDPs). The work starts with performance sensitivity analysis of Markov processes. It is a continuation of the research in the past two decades on the optimization of discrete event dynamic systems, especially the theory of perturbation analysis (PA). We approach the MDP problem from a sensitivity point of view. This new perspective leads to some new insights and offers a clear and concise explanation for the basic concepts and results in MDPs.

Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-0-387-21757-4_4

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DOI: 10.1007/978-0-387-21757-4_4

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