Perturbation theory for unbounded Markov reward processes with applications to queueing

DOI10.2307/1427272zbMath0642.60099OpenAlexW2325495270MaRDI QIDQ3783353

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

zbMATH Keywords

perturbation theoryMarkov decision processesreward processesoverflow modelfinite horizon reward

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Sensitivity, stability, parametric optimization (90C31) Queues and service in operations research (90B22) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (16)

Monotonicity and error bounds for networks of Erlang loss queues ⋮ Average cost Markov control processes: Stability with respect to the Kantorovich metric ⋮ Perturbed Markov Processes ⋮ On truncations and perturbations of Markov decision problems with an application to queueing network overflow control ⋮ Approximation of average cost optimal policies for general Markov decision processes with unbounded costs ⋮ Robustness inequality for Markov control processes with unbounded costs ⋮ Unnamed Item ⋮ Estimation of the Optimality Deviation in Discounted Semi-Markov Control Models ⋮ First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function ⋮ Singulary perturbed Markov control problem: Limiting average cost ⋮ Discounted cost optimality problem: Stability with respect to weak metrics ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Error bounds for nonnegative dynamic models ⋮ Stability estimation of some Markov controlled processes ⋮ Rare events in queueing systems -- A survey

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