ADAPTIVE LOW-NONNEGATIVE-RANK APPROXIMATION FOR STATE AGGREGATION OF MARKOV CHAINS

Duan, YQ; Wang, MD; Wen, ZW; Yuan, YX

Duan, YQ (corresponding author), Princeton Univ, Dept Elect Engn, Princeton, NJ 08544 USA.

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2020; 41 (1): 244

Abstract

This paper develops a low-nonnegative-rank approximation method to identify the state aggregation structure of a finite-state Markov chain under an as......

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