Performance Bounds and Differential Cost Approximations for Queueing Networks
نویسندگان
چکیده
A new bound is proposed relating the average cost sub-optimality of a myopic policy to its differential cost error. The bound is an expectation over the stationary distribution for this policy. For small queueing networks, we compute or approximate the distribution using the matrix analytic method and numerically test the bound. Product form approximations to the stationary distribution are also considered. Applications to approximate dynamic programming are also discussed.
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