Markov approximations for large-scale augmented vector state spaces
William T. Scherer, R.J. Plummer · 2002
In this paper we explore the errors associated with an inappropriate Markov assumption or approximation. We examine problems where the Markovian property is known to be true for a certain level of augmentation and is then approximated by a reduced state space. 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.>