High-order steady-state diffusion approximations

DOI10.1287/OPRE.2022.2362MaRDI QIDQ6579650zbMATH OpenFDO

Authors Anton Braverman, J. G. Dai, Xiao Fang

Publication date 25 July 2024

Published in Operations Research (Search for Journal in Brave)

zbMATH Keywords

Stein's methodconvergence ratediffusion approximationmoderate deviationssteady statestochastic models

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cited in

(1)

• Erratum to: ``Diffusion models and steady-state approximations for exponentially ergodic Markovian queues

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