High-order steady-state diffusion approximations

DOI10.1287/OPRE.2022.2362MaRDI QIDQ6579650FDOQ6579650

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

Publication date: 25 July 2024

Published in: Operations Research (Search for Journal in Brave)

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• Publication:3482659
• scientific article; zbMATH DE number 3864257

zbMATH Keywords

Stein's methodconvergence ratediffusion approximationmoderate deviationssteady statestochastic models

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cited In (1)

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

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