On the Asymptotic Estimates for Exit Probabilities and Minimum Exit Rates of Diffusion Processes Pertaining to a Chain of Distributed Control Systems
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/140990322
Reference22 articles.
1. On Positive Recurrence of Constrained Diffusion Processes
2. Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
3. Small noise asymptotics for invariant densities for a class of diffusions: A control theoretic view
4. Exit time and invariant measure asymptotics for small noise constrained diffusions
5. A remark on the attainable distributions of controlled diffusions
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