Truncation of Markov chains with applications to queueing
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- J. George Shanthikumar & David D. Yao, 1987. "Stochastic Monotonicity of the Queue Lengths in Closed Queueing Networks," Operations Research, INFORMS, vol. 35(4), pages 583-588, August.
- Ward Whitt, 1978. "Approximations of Dynamic Programs, I," Mathematics of Operations Research, INFORMS, vol. 3(3), pages 231-243, August.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Dijk, N.M. van, 1988. "Approximate uniformization for continuous-time Markov chains with an application to performability analysis," Serie Research Memoranda 0054, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Dijk, N.M. van, 1989. "The importance of bias-terms for error bounds and comparison results," Serie Research Memoranda 0036, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Dijk, N.M. van, 1989. "Truncation of Markov decision problems with a queueing network overflow control application," Serie Research Memoranda 0065, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- N. M. Van Dijk & K. Sladký, 1999. "Error Bounds for Nonnegative Dynamic Models," Journal of Optimization Theory and Applications, Springer, vol. 101(2), pages 449-474, May.
- Silvia Florio & Wolfgang Runggaldier, 1999. "On hedging in finite security markets," Applied Mathematical Finance, Taylor & Francis Journals, vol. 6(3), pages 159-176.
- Mabel M. TIDBALL & Eitan ALTMAN, 1994. "Approximations In Dynamic Zero-Sum Games," Game Theory and Information 9401001, University Library of Munich, Germany.
- Dijk, N.M. van, 1989. "A simple performability estimate for Jackson networks with an unreliable output channel," Serie Research Memoranda 0032, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Richard T. Boylan & Bente Villadsen, "undated". "A Bellman's Equation for the Study of Income Smoothing," Computing in Economics and Finance 1996 _009, Society for Computational Economics.
- Franco Pellerey & Jorge Navarro, 2022. "Stochastic monotonicity of dependent variables given their sum," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(2), pages 543-561, June.
- Robert Kirkby Author-Email: robertkirkby@gmail.com|, 2017. "Convergence of Discretized Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 117-153, January.
- Benjamin Van Roy, 2006. "Performance Loss Bounds for Approximate Value Iteration with State Aggregation," Mathematics of Operations Research, INFORMS, vol. 31(2), pages 234-244, May.
- Daduna, Hans & Szekli, Ryszard, 1996. "A queueing theoretical proof of increasing property of Polya frequency functions," Statistics & Probability Letters, Elsevier, vol. 26(3), pages 233-242, February.
- Runggaldier, Wolfgang J., 1998. "Concepts and methods for discrete and continuous time control under uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 22(1), pages 25-39, May.
- Anton J. Kleywegt & Vijay S. Nori & Martin W. P. Savelsbergh, 2004. "Dynamic Programming Approximations for a Stochastic Inventory Routing Problem," Transportation Science, INFORMS, vol. 38(1), pages 42-70, February.
- Dijk, N.M. van, 1989. "Simple performance estimates and error bounds for slotted ALOHA loss systems," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Insoon Yang, 2020. "A Convex Optimization Approach to Dynamic Programming in Continuous State and Action Spaces," Journal of Optimization Theory and Applications, Springer, vol. 187(1), pages 133-157, October.
- So, Wai Ping & Wan, Yat-wah, 2000. "A multi-grid size dynamic programming approach for the production control of a random-speed machine," International Journal of Production Economics, Elsevier, vol. 63(3), pages 267-275, January.
- William B. Haskell & Rahul Jain & Dileep Kalathil, 2016. "Empirical Dynamic Programming," Mathematics of Operations Research, INFORMS, vol. 41(2), pages 402-429, May.
- Naci Saldi & Serdar Yüksel & Tamás Linder, 2017. "On the Asymptotic Optimality of Finite Approximations to Markov Decision Processes with Borel Spaces," Mathematics of Operations Research, INFORMS, vol. 42(4), pages 945-978, November.
- Jie Ning & Matthew J. Sobel, 2019. "Easy Affine Markov Decision Processes," Operations Research, INFORMS, vol. 67(6), pages 1719-1737, November.
- Pelin Canbolat & Uriel Rothblum, 2013. "(Approximate) iterated successive approximations algorithm for sequential decision processes," Annals of Operations Research, Springer, vol. 208(1), pages 309-320, September.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:vua:wpaper:1988-53. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: R. Dam (email available below). General contact details of provider: https://edirc.repec.org/data/fewvunl.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.