Exponential bounds for discrete-time singularly perturbed Markov chains
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Consider a family, indexed by \(\varepsilon\), of discrete time, finite state space Markov chains with transition matrix \(P+\varepsilon Q\). The authors obtain upper bounds of large deviation type for the associated normalized occupation measures.
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Cites work
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- Optimal production planning in a stochastic manufacturing system with long-run average cost
- Risk-Sensitive Production Planning of Stochastic Manufacturing Systems: A Singular Perturbation Approach
- Singular perturbation and time scale approaches in discrete control systems
- Singular perturbation methods for ordinary differential equations
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Cited in
(7)- Large deviations for vector-valued functionals of a Markov chain: Lower bounds
- Large deviations for probabilistic cellular automata
- Error bounds for occupation measure of singularly perturbed Markov chains including transient states
- Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
- Asymptotic properties of hybrid random processes modulated by Markov chains
- Singularly Perturbed Discrete-Time Markov Chains
- Singularly perturbed Markov chains with two small parameters: A matched asymptotic expansion
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