Large Deviations for Two-Time-Scale Systems Driven by Nonhomogeneous Markov Chains and Associated Optimal Control Problems

Qi He, Gang George Yin, Qing Zhang 0003. Large Deviations for Two-Time-Scale Systems Driven by Nonhomogeneous Markov Chains and Associated Optimal Control Problems. SIAM J. Control and Optimization, 49(4):1737-1765, 2011. [doi]

Abstract

Abstract is missing.