Local Poisson equations associated with the Varadhan functional
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Publication:2800212
DOI10.3233/ASY-151331zbMath1341.60087MaRDI QIDQ2800212
Rolando Cavazos-Cadena, Daniel Hernández-Hernández
Publication date: 15 April 2016
Published in: Asymptotic Analysis (Search for Journal in Brave)
accessibility; fixed points; Markov chains; stopping time; discounted approximation; local Poisson equations; risk-sensitive average reward; Varadhan functional; weak Doeblin condition
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60G40: Stopping times; optimal stopping problems; gambling theory