Decomposition and aggregation of large-dimensional Markov chains in discrete time
暂无分享,去创建一个
[1] Qing Zhang,et al. Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states , 2000 .
[2] Harold J. Kushner,et al. Approximation and Weak Convergence Methods for Random Processes , 1984 .
[3] Gang George Yin,et al. On nearly optimal controls of hybrid LQG problems , 1999, IEEE Trans. Autom. Control..
[4] P. Kokotovic,et al. A singular perturbation approach to modeling and control of Markov chains , 1981 .
[5] Gang George Yin,et al. Singularly Perturbed Discrete-Time Markov Chains , 2000, SIAM J. Appl. Math..
[6] R. H. Liu. Nearly optimal control of singularly perturbed Markov decision processes in discrete time , 2001 .
[7] John N. Tsitsiklis,et al. Statistical Multiplexing of Multiple Time-Scale Markov Streams , 1995, IEEE J. Sel. Areas Commun..
[8] G. Blankenship. Singularly perturbed difference equations in optimal control problems , 1981 .
[9] D. Naidu. Singular Perturbation Methodology in Control Systems , 1988 .
[10] R. Z. Khasminskii,et al. Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions , 1997 .
[11] Marius Iosifescu,et al. Finite Markov Processes and Their Applications , 1981 .
[12] Gang George Yin,et al. Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains , 1996, SIAM J. Appl. Math..
[13] Qing Zhang,et al. Continuous-Time Markov Chains and Applications , 1998 .
[14] G. Yin,et al. Asymptotic Properties and Associated Control Problems of Discrete-Time Singularly Perturbed Markov Chains , 2002 .
[15] J. Filar,et al. Algorithms for singularly perturbed limiting average Markov control problems , 1992 .
[16] Herbert A. Simon,et al. Aggregation of Variables in Dynamic Systems , 1961 .
[17] Qing Zhang,et al. Singularly Perturbed Markov Chains , 2000 .