Asymptotic Expansion: Weak and Strong Interactions
This chapter presents the asymptotic expansion of singularly perturbed Markov chains with slow and fast components subject to weak and strong interactions. Such time-scale separation stems from various applications in production planning, queueing networks, random fatigue, system reliability, competing risk theory, control and optimization of large-scale dynamical systems, and related fields. The underlying models in which some components change very rapidly whereas others vary relatively slowly, are more complex than those of Chapter 4.
KeywordsMarkov Chain Strong Interaction Asymptotic Expansion Transient State Recurrent State
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