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Hierarchical aggregation of singularly perturbed finite state markov processes

 

作者: M. Coderch,   A. S. Willsky,   S. S. Sastry,   D. A. Castanon,  

 

期刊: Stochastics  （Taylor Available online 1983）
卷期: Volume 8, issue 4  

页码: 259-289

 

ISSN:0090-9491

 

年代: 1983

 

DOI:10.1080/17442508308833242

 

出版商: Gordon and Breach Science Publishers Inc

 

数据来源: Taylor

 

摘要:

In this paper we study the asymptotic behavior of Finite State Markov Processes with rare transitions. We show how to construct a sequence of increasingly simplified models of a singularly perturbed FSMP and how to combine these aggregated models to produce an asymptotic approximation of the original process uniformly valid over [0, ∞).

 

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