Suboptimality Bounds in Stochastic Control: A Queueing Example

@article{Cogill2006SuboptimalityBI,
  title={Suboptimality Bounds in Stochastic Control: A Queueing Example},
  author={Randy Cogill and Sanjay Lall},
  journal={2006 American Control Conference},
  year={2006},
  pages={1642-1647}
}
In this paper we consider Markov decision processes with average cost criteria, and discuss an approach for characterizing the performance loss associated with using a suboptimal control policy. Because there are often difficulties associated with computing and implementing optimal control policies, heuristic control policies are often used in practice. For such a policy, we would like to be able to compute guaranteed bounds on its performance, specifically its performance relative to an… CONTINUE READING
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