Geodesic
Contractive approximations for the Varadhan's function on a finite Markov chain
Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 2, pp. 385-393 Cet article a éte moissonné depuis la source Math-Net.Ru

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This work concerns Markov chains with finite state space. Given a real-valued cost function on the state space, the corresponding Varadhan's function, measuring the exponential growth rate of the aggregated costs, is characterized as the unique limit of the fixed points of a family of contraction operators, a conclusion that does not involve any condition on the transition law.
Keywords: risk-sensitive average cost, decreasing function along trajectories, closed set.
Mots-clés : Poisson equation 
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R. Cavazos-Cadena; D. Hernández-Hernández. Contractive approximations for the Varadhan's function on a finite Markov chain. Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 2, pp. 385-393. http://geodesic.mathdoc.fr/item/TVP_2007_52_2_a11/

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