Algorithms for Determining the State-Time Probabilities and the Limit Matrix in Markov Chains
Închide
Conţinutul numărului revistei
Articolul precedent
Articolul urmator
1018 0
SM ISO690:2012
LOZOVANU, Dmitrii, PICKL, Stefan Wolfgang. Algorithms for Determining the State-Time Probabilities and the Limit Matrix in Markov Chains. In: Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2011, nr. 1(65), pp. 66-82. ISSN 1024-7696.
EXPORT metadate:
Google Scholar
Crossref
CERIF

DataCite
Dublin Core
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
Numărul 1(65) / 2011 / ISSN 1024-7696 /ISSNe 2587-4322

Algorithms for Determining the State-Time Probabilities and the Limit Matrix in Markov Chains

Pag. 66-82

Lozovanu Dmitrii, Pickl Stefan Wolfgang
 
Institute of Mathematics and Computer Science ASM
 
Disponibil în IBN: 6 decembrie 2013


Rezumat

New calculation procedures for ¯nding the probabilities of state transitions of the system in Markov chains based on dynamic programming are developed and polynomial time algorithms for determining the limit state matrix in such pro- cesses are proposed. Computational complexity aspects and possible applications of the proposed algorithms for the stochastic optimization problems are characterized.

Cuvinte-cheie
Discrete Markov Process, dynamic programming,

Probability of State Transition, Limit State Matrix, Polynomial Time Algorithm

Dublin Core Export

<?xml version='1.0' encoding='utf-8'?>
<oai_dc:dc xmlns:dc='http://purl.org/dc/elements/1.1/' xmlns:oai_dc='http://www.openarchives.org/OAI/2.0/oai_dc/' xmlns:xsi='http://www.w3.org/2001/XMLSchema-instance' xsi:schemaLocation='http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd'>
<dc:creator>Lozovanu, D.D.</dc:creator>
<dc:creator>Pickl, S.</dc:creator>
<dc:date>2011-04-01</dc:date>
<dc:description xml:lang='en'>New calculation procedures for ¯nding the probabilities of state transitions of the system in Markov chains based on dynamic programming are developed and polynomial time algorithms for determining the limit state matrix in such pro-
cesses are proposed. Computational complexity aspects and possible applications of
the proposed algorithms for the stochastic optimization problems are characterized.</dc:description>
<dc:source>Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica 65 (1) 66-82</dc:source>
<dc:subject>Discrete Markov Process</dc:subject>
<dc:subject>Probability of State Transition</dc:subject>
<dc:subject>Limit State Matrix</dc:subject>
<dc:subject>dynamic programming</dc:subject>
<dc:subject>Polynomial Time Algorithm</dc:subject>
<dc:title>Algorithms for Determining the State-Time Probabilities and the Limit Matrix in Markov Chains</dc:title>
<dc:type>info:eu-repo/semantics/article</dc:type>
</oai_dc:dc>