Large deviations for two-time-scale diffusions, with delays

Applied Mathematics and Optimization

Volumn 62, Issue 3, 2010, Pages 295-322

  Kushner, Harold J ^a  

^a NONE

Author keywords

Delay equations; Large deviations; Two time scale systems

Indexed keywords

DELAY EQUATIONS; LARGE DEVIATIONS; OPTIMAL CONTROLS; REFLECTED DIFFUSION; TWO TIME SCALE; WEAK CONVERGENCE;

EID: 78049529258     PISSN: 00954616     EISSN: 14320606     Source Type: Journal    
DOI: 10.1007/s00245-010-9104-y     Document Type: Article

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