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: | Van Dijk N.M. |
Keywords: | queues: theory |
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.