A solution to a countable system of equations arising in Markovian decision processes Technical report no. 89

Optimal rules for controlling Markovian decision processes applied to solutions for problems dealing with ordering inventory supplie

Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes

New algorithms for computing of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction, which can be applied to processes with asymptotically coupled and uncoupled finite phase spaces.Comment: 83 page