Maximal coupling rare perturbation analysis with a random horizon

DOI10.1007/BF01439151zbMath0845.93088OpenAlexW2318795679MaRDI QIDQ1902497

Pierre Brémaud, Laurent Massoulié

Publication date: 16 September 1996

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01439151

zbMATH Keywords

rare perturbation analysisgeneralized semi Markov processesmaximum couplingstochastic horizon

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

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