Aggregation of the policy iteration method for nearly completely decomposable Markov chains

DOI10.1109/9.67293zbMath0762.93079OpenAlexW2138519053MaRDI QIDQ3984583

Rabah W. Aldhaheri, Hassan K. Khalil

Publication date: 27 June 1992

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.67293

zbMATH Keywords

reduced-order systemill-conditioned equationsHoward's algorithmsteady-state optimal control problemlarge scale finite-state Markov chains

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20)

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