Optimal Kullback-Leibler Aggregation via Spectral Theory of Markov Chains.

Kun Deng Prashant G. Mehta Sean P. Meyn

Published in: IEEE Trans. Autom. Control. (2011)

Keyphrases

markov chain
kullback leibler
transition probabilities
state space
probabilistic automata
kullback leibler divergence
monte carlo
optimal solution
distance measure
cross entropy
kl divergence