Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2011, Number 1, Pages 66–82 (Mi basm281)  
Research articles

Algorithms for determining the state-time probabilities and the limit matrix in Markov chains

Dmitrii Lozovanua, Stefan Picklb

a Institute of Mathematics and Computer Science, Academy of Sciences of Moldova, Chişnău, Moldova
b Institut fur Angewandte Systemwissenschaften und Wirtschaftsinformatik, Fakultät fur Informatik, Universität der Bundeswehr, München
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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.
Keywords and phrases: discrete Markov process, probability of state transition, limit state matrix, dynamic programming, polynomial time algorithm.
Received: 06.10.2010
Bibliographic databases:
Document Type: Article
MSC: 93E20, 49L20
Language: English
Citation: Dmitrii Lozovanu, Stefan Pickl, “Algorithms for determining the state-time probabilities and the limit matrix in Markov chains”, Bul. Acad. Ştiinţe Repub. Mold. Mat., 2011, no. 1, 66–82
Citation in format AMSBIB
\Bibitem{LozPic11}
\by Dmitrii~Lozovanu, Stefan~Pickl
\paper Algorithms for determining the state-time probabilities and the limit matrix in Markov chains
\jour Bul. Acad. \c Stiin\c te Repub. Mold. Mat.
\yr 2011
\issue 1
\pages 66--82
\mathnet{http://mi.mathnet.ru/basm281}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2849230}
\zmath{https://zbmath.org/?q=an:1228.93131}
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