Maximal coupling rare perturbation analysis with a random horizon
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Publication:1902497
DOI10.1007/BF01439151zbMath0845.93088MaRDI QIDQ1902497
Laurent Massoulié, Pierre Brémaud
Publication date: 16 September 1996
Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)
93E99: Stochastic systems and control
93E20: Optimal stochastic control
93E03: Stochastic systems in control theory (general)
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