scientific article; zbMATH DE number 1113626
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Publication:4375487
zbMath0896.60039MaRDI QIDQ4375487
Publication date: 5 February 1998
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generatorexpansionsmall parameterMarkov processforward Kolmogorov equationcomplex systemMarkov decision problem
Optimal stochastic control (93E20) Continuous-time Markov processes on discrete state spaces (60J27) Asymptotic expansions of solutions to ordinary differential equations (34E05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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