Large deviations for systems driven by two-time-scale nonhomogeneous Markovian chains and applications to optimal control problems

Q. He, G. Yin, Q. Zhang. Large deviations for systems driven by two-time-scale nonhomogeneous Markovian chains and applications to optimal control problems. In Proceedings of the 51th IEEE Conference on Decision and Control, CDC 2012, December 10-13, 2012, Maui, HI, USA. pages 5985-5990, IEEE, 2012. [doi]

Abstract

Abstract is missing.