Strong bounds on perturbations
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DOI: 10.1007/s00186-008-0233-x
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- Heidergott, B. & Leahu, H., 2008. "Differentiability of Product Measures," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Rommert Dekker & Arie Hordijk, 1988. "Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards," Mathematics of Operations Research, INFORMS, vol. 13(3), pages 395-420, August.
- Louiza Bouallouche-Medjkoune & Djamil Aissani, 2006. "Performance analysis approximation in a queueing system of type M/G/1," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 63(2), pages 341-356, May.
- Arie Hordijk & Alexander A. Yushkevich, 1999. "Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 50(3), pages 421-448, December.
- Arie Hordijk & Alexander A. Yushkevich, 1999. "Blackwell optimality in the class of stationary policies in Markov decision chains with a Borel state space and unbounded rewards," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 49(1), pages 1-39, March.
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Cited by:
- Bernd Heidergott & Haralambie Leahu, 2010. "Weak Differentiability of Product Measures," Mathematics of Operations Research, INFORMS, vol. 35(1), pages 27-51, February.
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Keywords
Weak differentiation; Banach space; Strong convergence; Perturbation analysis;All these keywords.
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