Article : texte imprimé

Two-time scale controlled markov chains : a decomposition and parallel processing approach

Haurie, Alain, Auteur ; Moresino, Francesco, Auteur |

Dans IEEE transactions on automatic control (Vol. 52 N°12, Decembre 2007)

This correspondence deals with a class of ergodic control problems for systems described by Markov chains with strong and weak interactions. These systems are composed of a set of $m$ subchains that are weakly coupled. Using results already avai[...]

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