Hordijk Arie

Arie Hordijk

Information about the author Arie Hordijk will soon be added to the site.
Found 13 papers in total
An approximation approach for the deviation matrix of continuous-time Markov processes with application to Markov decision theory
We present an update formula that allows the expression of the deviation matrix of a...
Series expansions for continuous-time Markov processes
We present update formulas that allow us to express the stationary distribution of a...
Strong bounds on perturbations
This paper provides strong bounds on perturbations over a collection of independent...
Measure-valued differentiation for stationary Markov chains
We study general state–space Markov chains that depend on a parameter, say,...
On the average waiting time for regular routing to deterministic queues
We consider a deterministic queueing system in which N = 2 servers of different...
Contraction conditions for average and alpha-discount optimality in countable state Markov games with unbounded rewards
The goal of this paper is to provide a theory of N-person Markov games with unbounded...
Open-loop routeing to M parallel servers with no buffers
In this paper we study the assignment of packets to M parallel heterogeneous servers...
Smoothing effect of the superposition of homogeneous sources in tandem networks
We analyze the smoothing effect of superposing homogeneous sources in a network. We...
Optimal service control against worst case admission policies: A multichained stochastic game
In this paper we will consider two-person zero-sum games and derive a general approach...
Applications of Borovkov's renovation theory to non-stationary stochastic recursive sequences and their control
We investigate in this paper the stability of non-stationary stochastic processes,...
Recurrence conditions for average and Blackwell optimality in denumerable state Markov decision chains
In a previous paper Dekker and Hordijk presented an operator theoretical approach for...
Insensitive bounds for the stationary distribution of non-reversible Markov chains
A general method is developed to compute easy bounds of the weighted stationary...
Average, sensitive and Blackwell optimal policies in denumerable Markov decision chains with unbounded rewards
In this paper the authors consider a (discrete-time) Markov decision chain with a...
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