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Large Deviations for Two-Time-Scale Systems Driven by Nonhomogeneous Markov Chains and Associated Optimal Control Problems
He, Qi, Yin, George, Zhang, QingVolume:
49
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/100806916
Date:
January, 2011
File:
PDF, 320 KB
english, 2011