Diffusion Approximations for Controlled Weakly Interacting Large Finite State Systems with Simultaneous Jumps

Understand

We consider a rate control problem for an $N$-particle weakly interacting finite state Markov process.

• The process models the state evolution of a large collection of particles and allows for multiple particles to change state simultaneously.
• Such models have been proposed for large communication systems (e.g.
• ad hoc wireless networks) but are also suitable for other settings such as chemical-reaction networks.