• Corpus ID: 117075060

Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications

@inproceedings{Yin2004DiscreteTimeMC,
  title={Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications},
  author={George Yin and Qing Zhang},
  year={2004}
}
Prologue and Preliminaries.- Introduction, Overview, and Examples.- Mathematical Preliminaries.- Asymptotic Properties.- Asymptotic Expansions.- Occupation Measures.- Exponential Bounds.- Interim Summary and Extensions.- Applications.- Stability of Dynamic Systems.- Filtering.- Markov Decision Processes.- LQ Controls.- Mean-Variance Controls.- Production Planning.- Stochastic Approximation. 
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