Showing papers by "Andrew L. Rukhin published in 2001"
TL;DR: The authors use the setting of singular perturbations, which allows them to study both weak and strong interactions among the states of the chain and give the asymptotic behavior of many controlled stochastic dynamic systems when the perturbation parameter tends to 0.
Abstract: (2001). Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach. Technometrics: Vol. 43, No. 2, pp. 240-240.
130 citations