Institutul de Matematică şi Informatică "Vladimir Andrunachievici"
Universitatea de Stat din MoldovaRO EN
Determining the Optimal Evolution Time for Markov Processes with Final Sequence of States
Authors: Alexandru Lazari
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Abstract
This paper describes a class of dynamical stochastic systems that re\-pre\-sents an extension of classical Markov decision processes. The Markov stochastic systems with given final sequence of states and unitary transition time, over a finite or infinite state space, are studied. Such dynamical system stops its evolution as soon as given sequence of states in given order is reached. The evolution time of the stochastic system with fixed final sequence of states depends on initial distribution of the states and probability transition matrix. The considered class of processes represents a ge\-ne\-ra\-li\-za\-tion of zero-order Markov processes, studied in [3]. We are seeking for the optimal initial distribution and optimal probability transition matrix that provide the minimal evolution time for the dynamical system. We show that this problem can be solved using the signomial and geometric programming approaches.Moldova State University
60 Mateevici str., Chișinău
Republic of Moldova, MD−2009
E-mail:
60 Mateevici str., Chișinău
Republic of Moldova, MD−2009
E-mail:
Fulltext
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Contents
- On fixed point subalgebras of some local algebras over a field
- Stability radius bounds in multicriteria Markowitz portfolio problem with venturesome investor criteria
- lp(R)-equivalence of topological spaces and topological modules
- One subfamily of cubic systems with invariant lines of total multiplicity eight and with two distinct real infinite singularities
- Primary decomposition of general graded structures
- On the distinction between one-dimensional Euclidean and hyperbolic spaces
- On the number of ring topologies on countable rings
- Determining the Optimal Evolution Time for Markov Processes with Final Sequence of States
