We study the problem of feedback stabilization of a family of nonlinear stochastic systems with switching mechanism modeled by a Markov chain. We introduce a novel notion of stabi...
We study the mixing time of some Markov Chains converging to critical physical models. These models are indexed by a parameter β and there exists some critical value βc where th...
We consider a two-player zero-sum game given by a Markov chain over a finite set of states K and a family of zero-sum matrix games (Gk)kK. The sequence of states follows the Marko...
Abstract. A smoothed aggregation multigrid method is presented for the numerical calculation of the stationary probability vector of an irreducible sparse Markov chain. It is shown...
Hans De Sterck, Thomas A. Manteuffel, Stephen F. M...
— This paper addresses model reduction for a Markov chain on a large state space. A simulation-based framework is introduced to perform state aggregation of the Markov chain base...