Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains

Singular perturbations for ordinary differential equations (34E15) Ordinary differential equations and systems with randomness (34F05) Continuous-time Markov processes on discrete state spaces (60J27) Asymptotic expansions of solutions to ordinary differential equations (34E05)

Cited In (36)

Reduction of Markov chains with two-time-scale state transitions
A unified perturbation analysis framework for countable Markov chains
Switching diffusion logistic models involving singularly perturbed Markov chains: Weak convergence and stochastic permanence
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Structural properties of Markov chains with weak and strong interactions
Control of dynamic systems under the influence of singularly perturbed Markov chains
Singularly perturbed multidimensional switching diffusions with fast and slow switchings
Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings
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Discrete-time Markov chains with two-time scales and a countable state space: limit results and queueing applications
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Fluctuation of evolution system with Markov impulsive perturbations
Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time
Singularly perturbed Markov chains: limit results and applications
Markov chains with weak and strong interactions: Structural properties
Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit
Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with Two-time Scales
Exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching
Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes
Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes
Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions
Occupation measures of singularly perturbed Markov chains with absorbing states
Controlled Markov chains with weak and strong interactions: Asymptotic optimality and applications to manufacturing
On finite capacity queues with time dependent arrival rates
Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions
Singularly perturbed Markov chains with two small parameters: A matched asymptotic expansion
Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach
Small perturbation of stochastic parabolic equations: A power series analysis
Weak convergence and stability of stochastic hybrid systems with random delay driven by a singularly perturbed Markov chain

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