Perturbation theory for Markov reward processes with applications to queueing systems

DOI10.2307/1427271zbMath0642.60100OpenAlexW2004133013MaRDI QIDQ3783354

Nico M. van Dijk, Martin L. Puterman

Publication date: 1988

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427271

zbMATH Keywords

perturbation theoryMarkov decision processesreward function

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 (23)

Monotonicity and error bounds for networks of Erlang loss queues ⋮ On truncations and perturbations of Markov decision problems with an application to queueing network overflow control ⋮ Invariant measures and error bounds for random walks in the quarter-plane based on sums of geometric terms ⋮ Approximation of average cost optimal policies for general Markov decision processes with unbounded costs ⋮ PERFORMANCE MEASURES FOR THE TWO-NODE QUEUE WITH FINITE BUFFERS ⋮ On confidence intervals from simulation of finite Markov chains ⋮ Error bounds on a practical approximation for finite tandem queues ⋮ Robustness inequality for Markov control processes with unbounded costs ⋮ Estimation of the Optimality Deviation in Discounted Semi-Markov Control Models ⋮ THE INVARIANT MEASURE OF RANDOM WALKS IN THE QUARTER-PLANE: REPRESENTATION IN GEOMETRIC TERMS ⋮ Unnamed Item ⋮ 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 ⋮ Error bounds for state space truncation of finite Jackson networks ⋮ An Overview for Markov Decision Processes in Queues and Networks ⋮ Computing Optimal Policies for Markovian Decision Processes Using Simulation ⋮ Unnamed Item ⋮ Necessary conditions for the compensation approach for a random walk in the quarter-plane ⋮ Unnamed Item ⋮ Unnamed Item ⋮ A Note on Time Monotonicity for Performability Models ⋮ Error bounds for nonnegative dynamic models ⋮ Rare events in queueing systems -- A survey

This page was built for publication: Perturbation theory for Markov reward processes with applications to queueing systems