Asymptotic normality of discounted random series with applications in reliability and queueing.
Wolfgang StadjePublished in: Oper. Res. Lett. (1997)
Keyphrases
- markov decision processes
- steady state
- arrival rate
- infinite horizon
- dynamic programming
- asymptotically optimal
- central limit theorem
- state dependent
- long run
- heavy traffic
- reliability analysis
- optimal policy
- uniformly distributed
- normal distribution
- average cost
- failure rate
- finite horizon
- queue length
- highly reliable
- heavy tailed
- cash flow
- priority scheduling