A multi-cluster time aggregation approach for Markov chains (Q1716687): Difference between revisions

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+Aggregation of the policy iteration method for nearly completely decomposable Markov chains
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+Time aggregated Markov decision processes via standard dynamic programming
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+Convergent Iterations for Computing Stationary Distributions of Markov Chains
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+Markov Chains
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+A time aggregation approach to Markov decision processes
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+Comparisons Between Aggregation/Disaggregation and a Direct Algorithm for Computing the Stationary Probabilities of a Markov Chain
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+Approximate Dynamic Programming
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