Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with two-time scales
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Publication:2875281
moderate deviationscontinuous-time Markov chainsqueueing systemsaveraging principletime-varying dynamical systems
Large deviations (60F10) Queueing theory (aspects of probability theory) (60K25) Limit theorems in probability theory (60F99) Continuous-time Markov processes on discrete state spaces (60J27) Optimal stochastic control (93E20) Asymptotic expansions of solutions to ordinary differential equations (34E05)
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Cites work
- scientific article; zbMATH DE number 3878095 (Why is no real title available?)
- scientific article; zbMATH DE number 1972910 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Aggregation of Variables in Dynamic Systems
- Asymptotic Analysis of the Time Dependent M/M/1 Queue
- Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains
- Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
- Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
- Large deviations for two-time-scale systems driven by nonhomogeneous Markov chains and associated optimal control problems
- Moderate deviations for Markov chains with atom.
- Moderate deviations for martingale differences and applications to φ -mixing sequences
- Moderate deviations of dependent random variables related to CLT
- Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging.
- Moderate deviations type evaluation for integral functionals of diffusion processes
- On Stochastic Processes Defined by Differential Equations with a Small Parameter
- On nearly optimal controls of hybrid LQG problems
- Regularization and Stabilization of Randomly Switching Dynamic Systems
- Uniform acceleration expansions for Markov chains with time-varying rates
Cited in
(7)- Large deviations for Markov-modulated diffusion processes with rapid switching
- Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching
- Large deviations for two-time-scale systems driven by nonhomogeneous Markov chains and associated optimal control problems
- Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions
- Moderate deviations of hitting times of a family of density-dependent Markov chains
- A decoupling principle for Markov-modulated chains
- Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises
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