Model reduction of irreducible Markov chains

Proceedings of the IEEE Conference on Decision and Control

Volumn 6, Issue , 2003, Pages 5727-5728

  Kotsalis, Georgios ^a   Dahleh, Munther ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; ASYMPTOTIC STABILITY; COMPUTATIONAL METHODS; DECISION MAKING; EIGENVALUES AND EIGENFUNCTIONS; ERROR ANALYSIS; MATHEMATICAL OPERATORS; MATRIX ALGEBRA; PROBABILITY DISTRIBUTIONS; VECTORS;

ASYMPTOTIC DEVIATION; MARKOV DECISION PROCESSES (MDP);

MARKOV PROCESSES;

EID: 1542288331     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2003.1271917     Document Type: Conference Paper

References (2)

1. H. Simon, A. Ando, "Aggregation of variables in dynamic systems," Econometrica, vol. 29, no. 2, pp. 111-137, 1961.
2. P. Courtois, "Error analysis in nearly completely decomposable stochastic systems," Econometrica, vol. 43, no. 4, pp. 691-709, 1975.