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Contractive Approximations for the Varadhan's Function on a Finite Markov Chain - MaRDI portal

Contractive Approximations for the Varadhan's Function on a Finite Markov Chain (Q3521344)

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Contractive Approximations for the Varadhan's Function on a Finite Markov Chain
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    Contractive Approximations for the Varadhan's Function on a Finite Markov Chain (English)
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    21 August 2008
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    risk-sensitive average cost
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    Vradhan function
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    Poisson equation
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