Aggregation of the policy iteration method for nearly completely decomposable Markov chains (Q3984583)
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scientific article; zbMATH DE number 26381
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| English | Aggregation of the policy iteration method for nearly completely decomposable Markov chains |
scientific article; zbMATH DE number 26381 |
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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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0.9047234
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0.89727247
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0.89105886
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0.8767886
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0.8726283
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