Robustness and Approximation of Escape Times and Large Deviations Estimates for Systems with Small Noise Effects

DOI10.1137/0144012zbMath0538.60032OpenAlexW1978083605MaRDI QIDQ3324740

Harold J. Kushner

Publication date: 1984

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0144012

zbMATH Keywords

singular perturbationsvariational problems

Mathematics Subject Classification ID

Stochastic approximation (62L20) Large deviations (60F10) Stochastic systems in control theory (general) (93E03)

Related Items (6)

Asymptotic behavior of constrained stochastic approximations via the theory of large deviations ⋮ Numerical methods for controlled and uncontrolled multiplexing and queueing systems ⋮ Colored noise modelling in the reliability evaluation of electric power systems ⋮ Some results on the problem of exit from a domain ⋮ Escape dynamics: a continuous-time approximation ⋮ Small noise asymptotics for a stochastic growth model

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