An information-theoretic framework to aggregate a Markov chain.

Kun Deng Yu Sun Prashant G. Mehta Sean P. Meyn

Published in: ACC (2009)

Keyphrases

markov chain
steady state
finite state
markov model
monte carlo simulation
state space
transition probabilities
markov process
monte carlo
stochastic process
stationary distribution
random walk
monte carlo method
transition matrix
state transition