A system of Poisson equations for a nonconstant Varadhan functional on a finite state space

DOI10.1007/s00245-005-0840-3zbMath1110.60066OpenAlexW1988447831MaRDI QIDQ2492880

Rolando Cavazos-Cadena, Daniel Hernández-Hernández

Publication date: 15 June 2006

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-005-0840-3

zbMATH Keywords

local Poisson equationsrisk-sensitive long run average cost

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Large deviations (60F10) Markov and semi-Markov decision processes (90C40)

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