Exponential bounds for discrete-time singularly perturbed Markov chains
From MaRDI portal
Publication:1827116
DOI10.1016/j.jmaa.2004.01.025zbMath1049.60065OpenAlexW2011370478MaRDI QIDQ1827116
Publication date: 6 August 2004
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2004.01.025
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Cesaro limits of analytically perturbed stochastic matrices
- Singular perturbation methods for ordinary differential equations
- Ergodic control of a singularly perturbed Markov process in discrete time with general state and compact action spaces
- Optimal production planning in a stochastic manufacturing system with long-run average cost
- A note on perturbations of stochastic matrices
- Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
- Control of a hybrid stochastic system
- Singular perturbation and time scale approaches in discrete control systems
- A singular perturbation approach to modeling and control of Markov chains
- Algorithms for singularly perturbed limiting average Markov control problems
- Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit
- Control of singularly perturbed Markov chains: A numerical study
- Singularly Perturbed Discrete-Time Markov Chains
- Risk-Sensitive Production Planning of Stochastic Manufacturing Systems: A Singular Perturbation Approach
- Aggregation of Variables in Dynamic Systems
This page was built for publication: Exponential bounds for discrete-time singularly perturbed Markov chains
