On truncations and perturbations of Markov decision problems with an application to queueing network overflow control

On truncations and perturbations of Markov decision problems with an application to queueing network overflow control

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Article ID: iaor19911697
Country: Switzerland
Volume: 29
Start Page Number: 515
End Page Number: 536
Publication Date: Apr 1991
Journal: Annals of Operations Research
Authors:
Keywords: queues: theory
Abstract:

Conditions are provided to derive error bounds on the effect of truncations and perturbations in Markov decision problems. Both the average and finite horizon case are studied. As an application, an explicit error bound is obtained for a truncation of a Jacksonian queueing network with overflow control.

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