Pages that link to "Item:Q1879486"

The following pages link to Multiplicative ergodicity and large deviations for an irreducible Markov chain. (Q1879486):

Displaying 32 items.

• Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation (Q738398) (← links)
• Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
• \(V\)-uniform ergodicity for state-dependent single class queueing networks (Q972686) (← links)
• Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space (Q1015761) (← links)
• Phase transitions and metastability in Markovian and molecular systems (Q1431561) (← links)
• Hoeffding's inequality for uniformly ergodic Markov chains (Q1612983) (← links)
• Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
• Convergence of moments in a Markov-chain central limit theorem (Q1866445) (← links)
• Spectral theory and limit theorems for geometrically ergodic Markov processes (Q1872341) (← links)
• Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs (Q2068913) (← links)
• Geometric ergodicity in a weighted Sobolev space (Q2184822) (← links)
• Discounted approximations in risk-sensitive average Markov cost chains with finite state space (Q2189473) (← links)
• Convergence of value functions for finite horizon Markov decision processes with constraints (Q2232790) (← links)
• On tight bounds for function approximation error in risk-sensitive reinforcement learning (Q2243003) (← links)
• Approximating a diffusion by a finite-state hidden Markov model (Q2360239) (← links)
• Discounted approximations to the risk-sensitive average cost in finite Markov chains (Q2408779) (← links)
• Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process (Q2452875) (← links)
• Average optimality for risk-sensitive control with general state space (Q2455059) (← links)
• Large deviation asymptotics and control variates for simulating large functions (Q2494582) (← links)
• Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion (Q2689890) (← links)
• (Q2925680) (← links)
• The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion (Q4611400) (← links)
• Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion (Q5214999) (← links)
• Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space (Q5219552) (← links)
• Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains (Q5219681) (← links)
• Ergodic risk-sensitive control of Markov processes on countable state space revisited (Q5864585) (← links)
• Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes (Q5883144) (← links)
• Algorithms for optimization and stabilization of controlled Markov chains. (Q5955823) (← links)
• A sensitivity formula for risk-sensitive cost and the actor-critic algorithm (Q5958425) (← links)
• Large deviations for the empirical measure and empirical flow of Markov renewal processes with a countable state space (Q6126990) (← links)
• Markov decision processes under risk sensitivity: a discount vanishing approach (Q6146387) (← links)
• Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller (Q6198981) (← links)