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20192023
most citedThe Principle of Optimality in Dynamic Programming: A Pedagogical Note

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math.PR2023

Invariant Distributions in Nonlinear Markov Chains with Aggregators: Theory, Computation, and Applications

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We study the properties of a subclass of stochastic processes called discrete time nonlinear Markov chains with an aggregator, which naturally appear in various topics such as stra…