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Continuous-Time Markov Chains and Applications [electronic resource] : A Two-Time-Scale Approach / by G. George Yin, Qing Zhang.

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Table of Contents

	â Prologue and Preliminaries: Introduction and overview- Mathematical preliminaries
	Markovian models
	Two-Time-Scale Markov Chains: Asymptotic Expansions of Solutions for Forward Equations
	Occupation Measures: Asymptotic Properties and Ramification
	Asymptotic Expansions of Solutions for Backward Equations
	Applications:MDPs, Near-optimal Controls, Numerical Methods, and LQG with Switching: Markov Decision Problems
	Stochastic Control of Dynamical Systems
	Numerical Methods for Control and Optimization
	Hybrid LQG Problems
	References
	Index
	.