Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach

@inproceedings{Yin1997ContinuousTimeMC,
  title={Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach},
  author={George Yin and Qing Zhang},
  year={1997}
}
Prologue and Preliminaries: Introduction and overview- Mathematical preliminaries. Markovian models.- Singularly perturbed Markov chains: Asymptotic expansion: Irreducible generators. Asymptotic normality and exponential bounds. Asymptotic expansion: Weak and strong interactions. Weak and strong interactions: Asymptotic properties and ramification.- Optimizations and numerical methods: Markov decision problems. Stochastic control of dynamical systems. Numerical methods for control and… 
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