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Markov approximations for large-scale augment vector state spaces.

Scherer, W.T.

In: Proc. IEEE Int. Conf. on Systems, Man, and Cybernetics (SMC'93), 17-20 October 1993, Le Touquet, France, Vol. 1, pages 203-208. 1993.

Abstract: This paper explores the errors associated with an inappropriate Markov assumption of approximation. In the examined problems it is known that the Markovian property is true for a certain level of augmentation, so an approximation by a reduced state space is used. The focus of this paper is on the structural characteristics of the Markov chain for the augmented problem and preliminary analysis of the error measurement.

Keywords: Markov state spaces, approximation errors, reduced state spaces.


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