Large Deviations for Two-Time-Scale Systems Driven by Nonhomogeneous Markov Chains and Associated Optimal Control Problems
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Publication:3097562
DOI10.1137/100806916zbMath1228.60083OpenAlexW2038554428MaRDI QIDQ3097562
Publication date: 10 November 2011
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/100806916
Optimal stochastic control (93E20) Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27) Asymptotic expansions of solutions to ordinary differential equations (34E05)
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