Asymptotic analysis of singularly perturbed markov chains, mathematical programming problems and linear operators
(V Ejov, J Filar, V Gaitsgory and P Howlett with E Altman, K Avrachenkov and J-B Lasserre)
A unified description of the asymptotic behaviour of solutions to perturbed
mathematical programs as the perturbation parameter approaches zero is
sought.
Particular attention is paid to singular perturbations where the asymptotics are not correctly represented by simply setting the perturbation parameter to zero.
An important theme is the construction of a problem that describes the asymptotics and is independent of the perturbation parameter. Knowledge of this true limit problem is especially important for application where the perturbation parameter is not known precisely.