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Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies : the dynamic programming approach

Piunovskiy, Alexey; Zhang, Yi - In: 4OR : a quarterly journal of operations research 12 (2014) 1, pp. 49-75

Persistent link: https://www.econbiz.de/10010339175

Accuracy of fluid approximations to controlled birth-and-death processes : absorbing case

Piunovskiy, Alexey; Zhang, Yi - In: Mathematical methods of operations research 73 (2011) 2, pp. 159-187

Persistent link: https://www.econbiz.de/10008991859

Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case

Piunovskiy, Alexey; Zhang, Yi - In: Computational Statistics 73 (2011) 2, pp. 159-187

We consider the fluid model of a controlled birth-and-death process with an absorbing state. Instead of analyzing the trajectories, we investigate the performance functionals of the underlying process by considering algebraic equations of the dynamic programming type. We provide the accuracy of...

Persistent link: https://www.econbiz.de/10010847892

Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case

Piunovskiy, Alexey; Zhang, Yi - In: Mathematical Methods of Operations Research 73 (2011) 2, pp. 159-187

Persistent link: https://www.econbiz.de/10010950276

Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case

Piunovskiy, Alexey; Zhang, Yi - In: Mathematical methods of operations research 73 (2011) 2, pp. 159-188

Persistent link: https://www.econbiz.de/10008885418