A systematic review was conducted to provide a comprehensive insight into the approximate optimisation methods that have been applied to solve sequential decision problems. The search was not restricted to literature related to healthcare because 1) an initial pilot search found that there are very few studies, which specifically applied these methods on healthcare related problems, and 2) there may be other efficient and useful methods that have been applied to sequential decision problems in other areas but have not been applied to healthcare problems. This systematic review was carried out in the following series of steps: 1) selection of the search databases, 2) definition of the search topic, 3) preliminary search and selection of target papers, 4) construction of search strategy, 5) definition of inclusion and exclusion criteria, 6) processing of the search result and 7) discussion of the methods. Based on the search results, the key characteristics of the identified methods and the applicability to the SDDPs were discussed.
