机译:First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
Saarland Univ, Dept Math, Saarbrucken, Germany;
Fraunhofer Inst Transportat & Infrastruct Syst, Dresden, Germany;
Markov decision model; Model reduction; Transition probability function; Optimal value; Functional differentiability; Financial optimization;