| Article ID: | iaor19932367 |
| Country: | Germany |
| Volume: | 14 |
| Issue: | 2 |
| Start Page Number: | 79 |
| End Page Number: | 83 |
| Publication Date: | Apr 1992 |
| Journal: | OR Spektrum |
| Authors: | White D.J. |
| Keywords: | programming: parametric |
This paper develops three computational approaches for solving a variance-penalised Markov decision process, viz. parametric linear programming, parametric Lagrangean programming, and a parametric policy space approach.