On truncations and perturbations of Markov decision problems with an application to queueing network overflow control |
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Authors: | Nico M Van Dijk |
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Institution: | (1) Free University, Amsterdam, The Netherlands |
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Abstract: | Conditions are provided to derive error bounds on the effect of truncations and perturbations in Markov decision problems. Both the average and finite horizon case are studied. As an application, an explicit error bound is obtained for a truncation of a Jacksonian queueing network with overflow control. |
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Keywords: | Markov decision problems truncation perturbation error bound bias queueing network overflow control |
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