Perturbation theory for Markov reward processes with applications to queueing systems
- 1 March 1988
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 20 (1) , 79-98
- https://doi.org/10.2307/1427271
Abstract
We study the effect of perturbations in the data of a discrete-time Markov reward process on the finite-horizon total expected reward, the infinite-horizon expected discounted and average reward and the total expected reward up to a first-passage time. Bounds for the absolute errors of these reward functions are obtained. The results are illustrated for a finite as well as infinite queueing systems (M/M/1/S and ). Extensions to Markov decision processes and other settings are discussed.Keywords
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