Contractive Approximations for the Varadhan's Function on a Finite Markov Chain

DOI10.1137/S0040585X97983067zbMath1154.60062OpenAlexW2040471903MaRDI QIDQ3521344

Rolando Cavazos-Cadena, Daniel Hernández-Hernández

Publication date: 21 August 2008

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97983067

zbMATH Keywords

Poisson equationrisk-sensitive average costVradhan function

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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