Aggregation of the policy iteration method for nearly completely decomposable Markov chains (Q3984583)

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Aggregation of the policy iteration method for nearly completely decomposable Markov chains
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    Aggregation of the policy iteration method for nearly completely decomposable Markov chains (English)
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    27 June 1992
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    ill-conditioned equations
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    steady-state optimal control problem
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    large scale finite-state Markov chains
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    Howard's algorithm
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    reduced-order system
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