Hierarchical aggregation of singularly perturbed finite state markov processes

DOI10.1080/17442508308833242zbMath0517.60080OpenAlexW2045418560MaRDI QIDQ3666006

Alan S. Willsky, Marcel Coderch, Shankar S. Sastry, David A. Castanon

Publication date: 1983

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/1039

zbMATH Keywords

singular perturbationergodic classesstochastically discontinuous process

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

Related Items (9)

New macroeconomic modeling approaches. Hierarchical dynamics and mean- field approximation ⋮ On a two-level multigrid solution method for finite Markov chains ⋮ Conditions for scale-based decompositions in singularly perturbed systems ⋮ Multiple time scale decomposition of discrete time Markov chains ⋮ Approximation and decomposition of singularly perturbed stochastic hybrid systems ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ New macroeconomic modeling approaches ⋮ Performance evaluation in stochastic process algebra dtsdPBC ⋮ Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques

Cites Work

• Optimal control of Markov chains admitting strong and weak interactions
• Hierarchical aggregation of linear systems with multiple time scales
• Aggregation of Variables in Dynamic Systems
• Unnamed Item
• Unnamed Item

This page was built for publication: Hierarchical aggregation of singularly perturbed finite state markov processes