Because this systematic review had a broad and generic objective and was not restricted to healthcare related literature, two generic databases, Web of Science (SCI-EXPANDED, SSCI, A&HCI, CPCI-S, CPCI-SSH) and Scopus (1966 to present) were selected. Both databases provide access to multiple databases, which cover specialized subfields within an academic or scientific discipline including literature from computer science, engineering, mathematics, health sciences, and operational research. The most widely used health-specific databases, which are MEDLINE (Ovid MEDLINE(R) In-Process & Other Non-Indexed Citations and Ovid MEDLINE(R)1946 to Present) and EMBASE(1974 to 2012 March 15), were also selected in order to retrieve the literature, which addressed a sequential decision problem using an approximate optimisation method in healthcare, especially in cost-effectiveness analysis (CEA) modelling.
