Local Poisson equations associated with the Varadhan functional
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Publication:2800212
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
accessibilityfixed pointsMarkov chainsstopping timediscounted approximationlocal Poisson equationsrisk-sensitive average rewardVaradhan functionalweak Doeblin condition
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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