An Approach for Determining the Matrix of Limiting State Probabilities in Discrete Markov Processes
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LOZOVANU, Dmitrii, LAZARI, Alexandru. An Approach for Determining the Matrix of Limiting State Probabilities in Discrete Markov Processes. In: Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2010, nr. 1(62), pp. 77-91. ISSN 1024-7696.
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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
Numărul 1(62) / 2010 / ISSN 1024-7696 /ISSNe 2587-4322

An Approach for Determining the Matrix of Limiting State Probabilities in Discrete Markov Processes

Pag. 77-91

Lozovanu Dmitrii, Lazari Alexandru
 
Institute of Mathematics and Computer Science ASM
 
 
Disponibil în IBN: 7 decembrie 2013


Rezumat

A new approach for determining the matrix of limiting state probabilities in Markov processes is proposed and a polynomial time algorithm for calculating this matrix is grounded. The computational complexity of the algorithm is O(n4), where n is the number of the states of the discrete system.

Cuvinte-cheie
Discrete Markov Process, Markov Chains,

Dynamic Programming, The Matrix of Limiting States Probabilities, Polynomial Time Algorithm.