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Time-scale Separation and State Aggregation in Singularly Perturbed Switching Diffusions

Gang George Yin, M. Kniazeva. Time-scale Separation and State Aggregation in Singularly Perturbed Switching Diffusions. In Shuping Chen, Xunjing Li, Jiongmin Yong, Xun Yu Zhou, editors, Control of Distributed Parameter and Stochastic Systems, Proceedings of the IFIP WG7.2 International Conference, June 19-22, 1998, Hangzhou, China. Volume 141 of IFIP Conference Proceedings, pages 299-306, Kluwer, 1998.

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