An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory

DOI10.1287/OPRE.1090.0786zbMath1228.90146OpenAlexW2101246601MaRDI QIDQ3098285

Nicole Leder, Arie Hordijk, Bernd F. 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

zbMATH Keywords

Markov decision processesdeviation matrix

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Markov and semi-Markov decision processes (90C40)

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