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Truncation of Markov decision problems with a queueing network overflow control application

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  • Dijk, N.M. van

    (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

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  • 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.
    • Handle: RePEc:vua:wpaper:1989-65
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    File URL: http://degree.ubvu.vu.nl/repec/vua/wpaper/pdf/19890065.pdf
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    References listed on IDEAS

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    1. Amedeo R. Odoni, 1969. "On Finding the Maximal Gain for Markov Decision Processes," Operations Research, INFORMS, vol. 17(5), pages 857-860, October.
    2. A. Hordijk & L. C. M. Kallenberg, 1979. "Linear Programming and Markov Decision Chains," Management Science, INFORMS, vol. 25(4), pages 352-362, April.
    3. 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.
    4. A. Hordijk & L. C. M. Kallenberg, 1984. "Constrained Undiscounted Stochastic Dynamic Programming," Mathematics of Operations Research, INFORMS, vol. 9(2), pages 276-289, May.
    5. Martin L. Puterman & Moon Chirl Shin, 1982. "Action Elimination Procedures for Modified Policy Iteration Algorithms," Operations Research, INFORMS, vol. 30(2), pages 301-318, April.
    6. Ward Whitt, 1978. "Approximations of Dynamic Programs, I," Mathematics of Operations Research, INFORMS, vol. 3(3), pages 231-243, August.
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