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

Lozovanu Dmitrii; Pickl Stefan Wolfgang

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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.

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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

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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

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