Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit (Q4449506): Difference between revisions

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scientific article; zbMATH DE number 2040282

Language	Label	Description	Also known as
English	Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit	scientific article; zbMATH DE number 2040282

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instance of

scholarly article

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title

Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit (English)

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zbMATH Open document ID

1048.60058

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DOI

10.1239/aap/1051201656

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Advances in Applied Probability

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publication date

11 February 2004

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Mathematics Subject Classification ID

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transition matrix

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recurrent class

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aggregation

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occupation measure

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martingale problem

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weak convergence

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applications

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1239/aap/1051201656

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OpenAlex ID

W2058599354

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cites work

Algorithms for singularly perturbed limiting average Markov control problems

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Ergodic control of a singularly perturbed Markov process in discrete time with general state and compact action spaces

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Singularly perturbed difference equations in optimal control problems

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Q4144754

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Q3721531

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Q4086303

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Multitime Methods for Systems of Difference Equations

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Q3876725

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On Stochastic Processes Defined by Differential Equations with a Small Parameter

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Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains

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Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions

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Q3344923

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Averaging Methods for the Asymptotic Analysis of Learning and Adaptive Systems, with Small Adjustment Rate

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Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.

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Q4692916

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Q4861696

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A singular perturbation approach to modeling and control of Markov chains

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Q4265503

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Aggregation of Variables in Dynamic Systems

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Q4375487

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Singularly Perturbed Discrete-Time Markov Chains

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Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.

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On nearly optimal controls of hybrid LQG problems

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Sitelinks

Mathematics(1 entry)

mardi Publication:4449506

@@ Property / full work available at URL @@
+https://doi.org/10.1239/aap/1051201656
+Normal rank
@@ Property / OpenAlex ID @@
+W2058599354
@@ Property / OpenAlex ID: W2058599354 / rank @@
+Normal rank
@@ Property / cites work @@
+Algorithms for singularly perturbed limiting average Markov control problems
+Normal rank
@@ Property / cites work @@
+Ergodic control of a singularly perturbed Markov process in discrete time with general state and compact action spaces
+Normal rank
@@ Property / cites work @@
+Singularly perturbed difference equations in optimal control problems
+Normal rank
@@ Property / cites work @@
+Q4144754
@@ Property / cites work: Q4144754 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3721531
@@ Property / cites work: Q3721531 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
+Normal rank
@@ Property / cites work @@
+Multitime Methods for Systems of Difference Equations
+Normal rank
@@ Property / cites work @@
+Q3876725
@@ Property / cites work: Q3876725 / rank @@
+Normal rank
@@ Property / cites work @@
+On Stochastic Processes Defined by Differential Equations with a Small Parameter
+Normal rank
@@ Property / cites work @@
+Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains
+Normal rank
@@ Property / cites work @@
+Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions
+Normal rank
@@ Property / cites work @@
+Q3344923
@@ Property / cites work: Q3344923 / rank @@
+Normal rank
@@ Property / cites work @@
+Averaging Methods for the Asymptotic Analysis of Learning and Adaptive Systems, with Small Adjustment Rate
+Normal rank
@@ Property / cites work @@
+Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.
+Normal rank
@@ Property / cites work @@
+Q4692916
@@ Property / cites work: Q4692916 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4861696
@@ Property / cites work: Q4861696 / rank @@
+Normal rank
@@ Property / cites work @@
+A singular perturbation approach to modeling and control of Markov chains
+Normal rank
@@ Property / cites work @@
+Q4265503
@@ Property / cites work: Q4265503 / rank @@
+Normal rank
@@ Property / cites work @@
+Aggregation of Variables in Dynamic Systems
@@ Property / cites work: Aggregation of Variables in Dynamic Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Q4375487
@@ Property / cites work: Q4375487 / rank @@
+Normal rank
@@ Property / cites work @@
+Singularly Perturbed Discrete-Time Markov Chains
@@ Property / cites work: Singularly Perturbed Discrete-Time Markov Chains / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
+Normal rank
@@ Property / cites work @@
+On nearly optimal controls of hybrid LQG problems
@@ Property / cites work: On nearly optimal controls of hybrid LQG problems / rank @@
+Normal rank