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Local Poisson equations associated with the Varadhan functional - MaRDI portal

Local Poisson equations associated with the Varadhan functional (Q2800212)

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scientific article; zbMATH DE number 6569229
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English
Local Poisson equations associated with the Varadhan functional
scientific article; zbMATH DE number 6569229

    Statements

    15 April 2016
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    Markov chains
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    Varadhan functional
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    local Poisson equations
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    discounted approximation
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    fixed points
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    stopping time
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    accessibility
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    weak Doeblin condition
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    risk-sensitive average reward
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    Local Poisson equations associated with the Varadhan functional (English)
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    Identifiers