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Algorithms for Determining the State-Time Probabilities and the Limit Matrix in Markov Chains
Authors: Lozovanu Dmitrii, Stefan Pickl
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Abstract
New calculation procedures for finding 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 processes are proposed. Computational complexity aspects and possible applications of the proposed algorithms for the stochastic optimization problems are characterized.E-mail: ,
Fulltext
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Contents
- Serial rings and their generalizations
- Reconstruction of centrally symmetric convex bodies in Rn
- On the structure of maximal non-finitely generated ideals of ring and Cohen's theorem
- On 2-primal Ore extensions over Noetherian σ(*)-rings
- Free topological universal algebras and absolute neighborhood retracts
- On the instability of solutions of seventh order nonlinear delay differential equations
- Algorithms for Determining the State-Time Probabilities and the Limit Matrix in Markov Chains
- On stability radius of the multicriteria variant of Markowitz's investment portfolio problem
