Aggregation of Variables in Dynamic Systems
From MaRDI portal
Publication:5732234
DOI10.2307/1909285zbMath0121.15103OpenAlexW4232095703MaRDI QIDQ5732234
Publication date: 1961
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1909285
Related Items (only showing first 100 items - show all)
Causality and model abstraction ⋮ New macroeconomic modeling approaches. Hierarchical dynamics and mean- field approximation ⋮ Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation ⋮ Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions ⋮ Block iterative algorithms for stochastic matrices ⋮ Addressing time-scale differences among decision-makers through model abstractions ⋮ Multi-scale metastable dynamics and the asymptotic stationary distribution of perturbed Markov chains ⋮ Multilevel aggregation of central server models: a minimum relative entropy approach ⋮ Random Surfing Without Teleportation ⋮ On the notion of weak stability and related issues of hybrid diffusion systems ⋮ Threshold Functions for Markov Chains: a Graph Theoretic Approach ⋮ Perfect aggregation for a class of general reliability models with Bayesian updating ⋮ Multiple time scale decomposition of discrete time Markov chains ⋮ Stochastic Kolmogorov systems driven by wideband noises ⋮ Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains ⋮ Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions ⋮ Uncoupling the Perron eigenvector problem ⋮ Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes ⋮ Asymptotic properties of multi-species Lotka-Volterra models with regime switching involving weak and strong interactions ⋮ Accelerating the Sinkhorn-Knopp iteration by Arnoldi-type methods ⋮ Perfect aggregation of Bayesian analysis on compositional data ⋮ A solver for the stochastic master equation applied to gene regulatory networks ⋮ A model of a time-sharing virtual memory system solved using equivalence and decomposition methods ⋮ Quasi-stationary asymptotics for perturbed semi-Markov processes in discrete time ⋮ Automated modeling of complex systems to answer prediction questions ⋮ Asymptotic properties of hybrid random processes modulated by Markov chains ⋮ Stochastic systems arising from Markov modulated empirical measures ⋮ Analytic approximations of queues with lightly- and heavily-correlated autoregressive service times ⋮ Behavior of aggregate state variables in ecosystem models ⋮ Modelling and analysis of ecological systems: the large-scale system viewpoint ⋮ Approximate reduction of multiregional birth-death models with fast migration. ⋮ Stability of Markov modulated discrete-time dynamic systems. ⋮ Discrete-time Markov chains with two-time scales and a countable state space: limit results and queueing applications ⋮ Near-optimal controls of discrete-time dynamic systems driven by singularly-perturbed Markov chains ⋮ Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems ⋮ Optimal control of Markov chains admitting strong and weak interactions ⋮ Switching diffusion logistic models involving singularly perturbed Markov chains: Weak convergence and stochastic permanence ⋮ Asymptotics for Quasi-stationary Distributions of Perturbed Discrete Time Semi-Markov Processes ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ MRE hierarchical decomposition of general queueing network models ⋮ Learning qualitative models from numerical data ⋮ Spectral clustering for non-reversible Markov chains ⋮ Exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching ⋮ An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Analysis ⋮ An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Bound ⋮ Two dimensional aggregation procedure: An alternative to the matrix algebraic algorithm ⋮ The first Laurent series coefficients for singularly perturbed stochastic matrices ⋮ Efficient simulation of Markov chains using segmentation ⋮ Towards a practical theory of reformulation for reasoning about physical systems ⋮ Singularly perturbed Markov chains: Convergence and aggregation ⋮ Tracking in matrix systems ⋮ Validating simulation models: a general framework and four applied examples ⋮ New macroeconomic modeling approaches ⋮ Higher-order derivative constraints in qualitative simulation ⋮ Dissipative open systems theory as a foundation for the thermodynamics of linear systems ⋮ Trait level analysis of multitrait population projection matrices ⋮ NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS ⋮ The ontological status of shocks and trends in macroeconomics ⋮ Hybrid connections and time-scales in non-linear systems ⋮ Synchronic and diachronic hierarchies of living systems ⋮ Area aggregation and time-scale modeling for sparse nonlinear networks ⋮ Markov property for a function of a Markov chain: A linear algebra approach ⋮ Dense Sets of Diagonalizable Matrices ⋮ Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach ⋮ A decomposable model of program paging behaviour ⋮ Reduced-order models, canonical forms and observers ⋮ A model of a virtual memory system ⋮ Averaging principle and normal deviations for multiscale stochastic systems ⋮ Approximation of eigencharacteristics in nearly-completely decomposable stochastic systems ⋮ Averaging principle for the higher order nonlinear Schrödinger equation with a random fast oscillation ⋮ A scaling method for priorities in hierarchical structures ⋮ Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I. ⋮ Averaging principle for stochastic Kuramoto-Sivashinsky equation with a fast oscillation ⋮ MARSHALL'S CETERIS PARIBUS IN A DYNAMIC FRAMEWORK ⋮ Balanced realizations of regime-switching linear systems ⋮ Iterant recombination with one-norm minimization for multilevel Markov chain algorithms via the ellipsoid method ⋮ Discrete event simulation modelling of computer systems for performance evaluation ⋮ Stability of Discrete-Time Regime-Switching Dynamic Systems with Delays ⋮ Asymptotic properties of Markov-modulated random sequences with fast and slow timescales ⋮ Weak convergence of Markov-modulated random sequences ⋮ Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit ⋮ A SPECTRAL METHOD FOR AGGREGATING VARIABLES IN LINEAR DYNAMICAL SYSTEMS WITH APPLICATION TO CELLULAR AUTOMATA RENORMALIZATION ⋮ Near optimization of dynamic systems by decomposition and aggregation ⋮ Control of singularly perturbed Markov chains: A numerical study ⋮ Future paths for integer programming and links to artificial intelligence ⋮ Occupation measures of singularly perturbed Markov chains with absorbing states ⋮ Exponential bounds for discrete-time singularly perturbed Markov chains ⋮ Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time ⋮ Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains ⋮ Hierarchical aggregation of singularly perturbed finite state markov processes ⋮ On a Rayleigh-Ritz refinement technique for nearly uncoupled stochastic matrices ⋮ On polyhedra of Perron-Frobenius eigenvectors ⋮ Application of simulation and Petri net modelling in manufacturing control systems ⋮ Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques ⋮ A unified view of aggregation and coherency in networks and Markov chains† ⋮ Bounds of ruin probability for regime-switching models using time scale separation ⋮ Asymptotic properties of solutions of parabolic equations arising from transient diffusions ⋮ Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions ⋮ Hierarchical behavior in fit dynamical systems ⋮ Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with Two-time Scales
This page was built for publication: Aggregation of Variables in Dynamic Systems
