This article is cited in 2 papers

Research articles

An approach for determining the matrix of limiting state probabilities in discrete Markov processes

Dmitrii Lozovanu, Alexandru Lazari

Institute of Mathematics and Computer Science, Chişinău, Moldova

Abstract: A new approach for determining the matrix of limiting state probabilities in Markov processes is proposed and a polynomial time algorithm for calculating this matrix is grounded. The computational complexity of the algorithm is $O(n^4)$, where $n$ is the number of the states of the discrete system.

Keywords and phrases: discrete Markov process, Markov chains, dynamic programming, the matrix of limiting states probabilities, polynomial time algorithm.

MSC: 65C40, 60J22, 90C39, 90C40

Received: 17.12.2009

Language: English

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