SERIE RESEARCH mEmORRnDfl TRUNCATION OF MARKOV DECISION PROBLEMS WITH A QÜEUEING NETWORK OVERFLOW CONTROL APPLICATION by
نویسنده
چکیده
Conditions are provided to conclude an error bound for truncations and perturbations of Markov decision problems. Both the average and finite horizon case are covered. The results are illustrated by a truncation of a Jacksonian queueing network with overflow control. An explicit error bound for this example is obtained. Key-words Markov Decision Problems * Truncation * Perturbation * Error Bound * Bias-Terms * Queueing Network * Overflow.
منابع مشابه
SERIE RESERRCH IflElllORRnDfl
State space truncation is frequently demanded for practical computations of large or infinite Markov chains. Conditions are given which guarantee an error bound or rate of convergence. Concrete truncations and explicit error bounds are obtained for two non-product form queueing applications: an overflow model and a Candem queue with blocking.
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