Adaptive Low-Nonnegative-Rank Approximation for State Aggregation of Markov Chains
DOI10.1137/18M1220790zbMath1461.65145arXiv1810.06032OpenAlexW3007318355MaRDI QIDQ5222093
ZaiWen Wen, Yaqi Duan, Mengdi Wang, Ya-Xiang Yuan
Publication date: 30 March 2020
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.06032
Markov chainnonnegative matrix factorizationstate aggregationproximal alternating linearized minimizationatomic norm
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Markov and semi-Markov decision processes (90C40)
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