3 papers
math.PR2021
The prelimit generator comparison approach of Stein's method
Anton Braverman
This paper uses the generator comparison approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. The "standard" g…
math.OC2018
On the Taylor Expansion of Value Functions
Anton Braverman, Itai Gurvich, Junfei Huang
We introduce a framework for approximate dynamic programming that we apply to discrete time chains on with countable action sets. Our approach is grounded in the a…
math.PR2016
High order steady-state diffusion approximation of the Erlang-C system
Anton Braverman, J. G. Dai
In this paper we introduce a new diffusion approximation for the steady-state customer count of the Erlang-C system. Unlike previous diffusion approximations, which use the steady-…