Pages that link to "Item:Q2563941"
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The following pages link to A Liapounov bound for solutions of the Poisson equation (Q2563941):
Displaying 50 items.
- Nonzero-sum stochastic differential games with additive structure and average payoffs (Q258738) (← links)
- Variance reduction using nonreversible Langevin samplers (Q300594) (← links)
- Multivariable feedback particle filter (Q313150) (← links)
- Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results (Q333089) (← links)
- Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic (Q475127) (← links)
- Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria (Q489142) (← links)
- Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations (Q500866) (← links)
- Hitting times, functional inequalities, Lyapunov conditions and uniform ergodicity (Q507414) (← links)
- Performance optimization of semi-Markov decision processes with discounted-cost criteria (Q522736) (← links)
- Multiscale diffusion approximations for stochastic networks in heavy traffic (Q550158) (← links)
- Sequentially interacting Markov chain Monte Carlo methods (Q620553) (← links)
- On the dynamics of a finite buffer queue conditioned on the amount of loss (Q632217) (← links)
- Stochastic control via direct comparison (Q633815) (← links)
- On nonlinear Markov chain Monte Carlo (Q638765) (← links)
- On the ergodicity properties of some adaptive MCMC algorithms (Q862214) (← links)
- \(V\)-uniform ergodicity for state-dependent single class queueing networks (Q972686) (← links)
- On the validity of the batch quantile method for Markov chains (Q974998) (← links)
- Characterizations of overtaking optimality for controlled diffusion processes (Q1021252) (← links)
- On Poisson equation and diffusion approximation. II. (Q1431482) (← links)
- Resource allocation and routing in parallel multi-server queues with abandonments for cloud profit maximization (Q1634077) (← links)
- Constrained stochastic differential games with additive structure: average and discount payoffs (Q1714479) (← links)
- Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation (Q1726890) (← links)
- Almost sure functional central limit theorem for the linear random walk on the torus (Q1729705) (← links)
- Stability and probability. I: Convergence for queueing networks via Lyapunov optimization (Q1760857) (← links)
- Polynomial convergence rates of Markov chains (Q1872407) (← links)
- Multiplicative ergodicity and large deviations for an irreducible Markov chain. (Q1879486) (← links)
- On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models (Q1971378) (← links)
- A unified approach to Markov decision problems and performance sensitivity analysis (Q1974013) (← links)
- On the rate of convergence to equilibrium for reflected Brownian motion (Q1992149) (← links)
- Diffusion approximation for fully coupled stochastic differential equations (Q2039430) (← links)
- Hoeffding's inequality for Markov processes via solution of Poisson's equation (Q2048176) (← links)
- Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario (Q2054471) (← links)
- Markov chain simulation for multilevel Monte Carlo (Q2069944) (← links)
- Dispatching to parallel servers. Solutions of Poisson's equation for first-policy improvement (Q2070675) (← links)
- Geometric ergodicity in a weighted Sobolev space (Q2184822) (← links)
- Bridging the gap between constant step size stochastic gradient descent and Markov chains (Q2196224) (← links)
- Augmented truncation approximations to the solution of Poisson's equation for Markov chains (Q2247089) (← links)
- Deviation matrix and asymptotic variance for \(\mathrm{GI}/\mathrm{M}/1\)-type Markov chains (Q2259238) (← links)
- The tamed unadjusted Langevin algorithm (Q2274251) (← links)
- A Hoeffding's inequality for uniformly ergodic diffusion process (Q2322596) (← links)
- Ergodicity of the zigzag process (Q2330462) (← links)
- Long time asymptotics for constrained diffusions in polyhedral domains (Q2372462) (← links)
- Inference for a class of partially observed point process models (Q2393149) (← links)
- Error bounds for augmented truncation approximations of continuous-time Markov chains (Q2417178) (← links)
- The ODE method for stability of skip-free Markov chains with applications to MCMC (Q2426609) (← links)
- Consistency of the maximum likelihood estimator for general hidden Markov models (Q2429938) (← links)
- Poisson's equation for discrete-time single-birth processes (Q2446707) (← links)
- Central limit theorems and diffusion approximations for multiscale Markov chain models (Q2448694) (← links)
- A regularity condition and a limit theorem for Harris ergodic Markov chains (Q2485758) (← links)
- Large deviation asymptotics and control variates for simulating large functions (Q2494582) (← links)
