Optimal Kullback-Leibler Aggregation via Spectral Theory of Markov Chains

Kun Deng, Prashant G. Mehta, Sean P. Meyn. Optimal Kullback-Leibler Aggregation via Spectral Theory of Markov Chains. IEEE Trans. Automat. Contr., 56(12):2793-2808, 2011. [doi]

@article{DengMM11,
  title = {Optimal Kullback-Leibler Aggregation via Spectral Theory of Markov Chains},
  author = {Kun Deng and Prashant G. Mehta and Sean P. Meyn},
  year = {2011},
  doi = {10.1109/TAC.2011.2141350},
  url = {http://dx.doi.org/10.1109/TAC.2011.2141350},
  researchr = {https://researchr.org/publication/DengMM11},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {56},
  number = {12},
  pages = {2793-2808},
}