A necessary condition for weak lumpability in finite Markov processes

DOI10.1016/0167-6377(93)90006-3zbMATH Open0780.90108OpenAlexW2045291361MaRDI QIDQ688933FDOQ688933

Authors: James Ledoux 

Publication date: 1 November 1993

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(93)90006-3

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zbMATH Keywords

Markov chainsprobabilitylumpabilityhomogeneous Markov processMarkovian aggregated process

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• Title not available (Why is that?)
• Non-negative matrices and Markov chains. 2nd ed
• Sojourn times in finite Markov processes
• Title not available (Why is that?)
• Finite Continuous Time Markov Chains
• A finite characterization of weak lumpable Markov processes. I: The discrete time case
• A finite characterization of weak lumpable Markov processes. II: The continuous time case
• Title not available (Why is that?)

Cited In (4)

• Reasoning about proportional lumpability
• A finite characterization of weak lumpable Markov processes. I: The discrete time case
• Lumpability and Commutativity of Markov Processes
• Proportional lumpability and proportional bisimilarity

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