Perturbation theory for unbounded Markov reward processes with applications to queueing
DOI10.2307/1427272zbMATH Open0642.60099OpenAlexW2325495270MaRDI QIDQ3783353FDOQ3783353
Authors: Nico M. van Dijk
Publication date: 1988
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427272
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Queues and service in operations research (90B22) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Sensitivity, stability, parametric optimization (90C31) Minimax problems in mathematical programming (90C47)
Cited In (20)
- First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
- Monotonicity and error bounds for networks of Erlang loss queues
- Perturbed Markov Processes
- On truncations and perturbations of Markov decision problems with an application to queueing network overflow control
- Stability estimation of some Markov controlled processes
- Average cost Markov control processes: Stability with respect to the Kantorovich metric
- Discounted cost optimality problem: Stability with respect to weak metrics
- Perturbation bounds and truncations for a class of Markovian queues
- Error bounds for nonnegative dynamic models
- On structural properties of the value function for an unbounded jump Markov process with an application to a processor sharing retrial queue
- Perturbation theory for Markov reward processes with applications to queueing systems
- Estimates of stability of Markov control processes with unbounded costs.
- Robustness inequality for Markov control processes with unbounded costs
- Estimation of the optimality deviation in discounted semi-Markov control models
- Rare events in queueing systems -- A survey
- Singulary perturbed Markov control problem: Limiting average cost
- Stability estimating in optimal stopping problem
- On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues
- Title not available (Why is that?)
- Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
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