An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory

• Nicole Leder

  Nicole Leder

  [email protected]

  Department of Mathematics, University of Hamburg, Hamburg 20146, Germany

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• Bernd Heidergott

  Bernd Heidergott

  [email protected]

  Department of Econometrics and Operations Research, and Tinbergen Institute, Vrije Universiteit Amsterdam, Amsterdam 1081 HV, The Netherlands

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• Arie Hordijk

  Arie Hordijk

  [email protected]

  Mathematical Institute, Leiden University, Leiden 2300 RA, The Netherlands

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