Note—Sensitivity Analysis in Leontief Substitution Systems
研究列昂惕夫替代系统中的极值优化问题，这类问题常见于贴现马尔可夫决策和经济系统控制。作者给出了扰动下目标值的界限，并提出了寻找和改进扰动的算法。
In this note we investigate extremal optimization over Leontief substitution systems. Such problems arise naturally in discounted Markov decision problems and in problems involving the control of economic systems. We develop both bounds on the objective value of a Leontief substitution system subject to perturbations and an algorithm for finding and improving perturbations.