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An improved error bound theorem for approximate Markov chains

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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, 1991. "An improved error bound theorem for approximate Markov chains," Serie Research Memoranda 0084, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Handle: RePEc:vua:wpaper:1991-84
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    File URL: http://degree.ubvu.vu.nl/repec/vua/wpaper/pdf/19910084.pdf
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    References listed on IDEAS

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    1. Paul J. Schweitzer, 1969. "Perturbation Theory and Undiscounted Markov Renewal Programming," Operations Research, INFORMS, vol. 17(4), pages 716-727, August.
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    1. Dijk, N.M. van, 1991. "On error bound analysis for transient continuous-time Markov reward structures," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

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