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An approximate dynamic programming approach to probabilistic...
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CDC
2009
IEEE
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Control Systems
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CDC 2009
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A simulation-based method for aggregating Markov chains
13 years 9 months ago
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mechse.illinois.edu
— This paper addresses model reduction for a Markov chain on a large state space. A simulation-based framework is introduced to perform state aggregation of the Markov chain base...
Kun Deng, Prashant G. Mehta, Sean P. Meyn
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