A system of nonlinear equations with application to large deviations for Markov chains with finite lifetime

Hu Ze-Chun; Sun Wei; Zhang Jing

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A system of nonlinear equations with application to large deviations for Markov chains with finite lifetime

机译：具有有限寿命的马尔可夫链大偏差的非线性方程系统

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摘要

In this paper, we first show the existence of solutions to the following system of nonlinear equations

机译：在本文中，我们首先展示了以下非线性方程系统的解决方案

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来源
《Journal of Mathematical Analysis and Applications 》 |2018年第2期| 共14页
作者
Hu Ze-Chun; Sun Wei; Zhang Jing;
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作者单位

Sichuan Univ Coll Math Chengdu 610064 Sichuan Peoples R China;

Concordia Univ Dept Math &

Stat Montreal PQ H3G 1M8 Canada;

Hainan Normal Univ Sch Math &

Stat Haikou 571158 Hainan Peoples R China;

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原文格式 PDF
正文语种 eng
中图分类数学分析 ; 应用数学 ;
关键词
System of nonlinear equations; Continuous-time Markov chain; Finite lifetime; Occupation time distribution; Large deviation principle;

机译：非线性方程系统;连续时间马尔可夫链;有限寿命;占用时间分布;大偏差原理;

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2. A system of nonlinear equations with application to large deviations for Markov chains with finite lifetime [J] . Hu Ze-Chun, Sun Wei, Zhang Jing Journal of Mathematical Analysis and Applications . 2018 ,第2期

机译：具有有限寿命的马尔可夫链大偏差的非线性方程系统
3. Countable Systems of Degenerate Stochastic Differential Equations with Applications to Super-Markov Chains [J] . Bass Richard F, Perkins Edwin A. Electronic Journal of Probability . 2004 ,第33期

机译：退化随机微分方程的可数系统及其在超马尔可夫链中的应用
4. Recursive Markov Chains, Stochastic Grammars, And Monotone Systems Of Nonlinear Equations [J] . KOUSHA ETESSAMI, MIHALIS YANNAKAKIS Journal of the Association for Computing Machinery . 2009 ,第1期

机译：递归马尔可夫链，随机文法和非线性方程的单调系统
5. Large deviations for systems driven by two-time-scale nonhomogeneous Markovian chains and applications to optimal control problems [C] . He Q. IEEE Conference on Decision and Control;CDC . 2012

机译：两级非均匀马尔可夫链驱动的系统的大偏差及其在最优控制问题中的应用
6. DECENTRALIZED LEARNING IN GAMES AND FINITE MARKOV CHAINS (CONTROL, PROCESSES, SYSTEMS, THEORY). [D] . WHEELER, RICHARD MORGAN, JR. 1985

机译：游戏和有限马尔可夫链（控制，过程，系统，理论）中的分散学习。
7. RANDOM EVOLUTIONS MARKOV CHAINS AND SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS [O] . R. J. Griego, R. Hersh 1969

机译：随机演化马尔可夫链和偏微分方程组
8. A system of nonlinear equations with application to large deviations for Markov chains with finite lifetime [O] . Hu, Ze-Chun, Sun, Wei, Zhang, Jing 2017

机译：一种适用于大偏差的非线性方程组具有有限寿命的马尔可夫链

A system of nonlinear equations with application to large deviations for Markov chains with finite lifetime

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