An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory
DOI10.1287/OPRE.1090.0786zbMATH Open1228.90146OpenAlexW2101246601MaRDI QIDQ3098285FDOQ3098285
Authors: Nicole Leder, Arie Hordijk, Bernd Heidergott 
Publication date: 17 November 2011
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://research.vu.nl/en/publications/45a2e43b-da1e-46bc-bc21-dcfdd8791beb
Recommendations
- THE DEVIATION MATRIX OF A CONTINUOUS-TIME MARKOV CHAIN
- Publication:3034625
- Finite approximation for finite-horizon continuous-time Markov decision processes
- A note on deterministic approximation of discounted Markov decision processes
- Deviation Matrix, Laurent Series and Blackwell Optimality in Countable State Markov Decision Processes
- scientific article; zbMATH DE number 3871063
- Martingale approximations for continuous-time and discrete-time stationary Markov processes
- Numerical approximations for discounted continuous time Markov decision processes
Approximation methods and heuristics in mathematical programming (90C59) Markov and semi-Markov decision processes (90C40)
Cited In (6)
- A functional approximation for the M/G/1/N queue
- On deviation matrices for birth-death processes
- Error bounds on practical approximation for two tandem queue with blocking and non-preemptive priority
- The time-dependent expected reward and deviation matrix of a finite QBD process
- Series expansions for continuous-time Markov processes
- Deviation Matrix, Laurent Series and Blackwell Optimality in Countable State Markov Decision Processes
This page was built for publication: An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3098285)
