Local Poisson equations associated with the Varadhan functional

DOI10.3233/ASY-151331zbMath1341.60087OpenAlexW2244874933MaRDI QIDQ2800212

Daniel Hernández-Hernández, Rolando Cavazos-Cadena

Publication date: 15 April 2016

Published in: Asymptotic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/asy-151331

zbMATH Keywords

accessibilityfixed pointsMarkov chainsstopping timediscounted approximationlocal Poisson equationsrisk-sensitive average rewardVaradhan functionalweak Doeblin condition

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (2)

Local Poisson equations associated with discrete-time Markov control processes ⋮ Convergence of value functions for finite horizon Markov decision processes with constraints

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