A dynamic programming approach for finite Markov processes and algorithms for the calculation of the limit matrix in Markov chains
Publication:3111140
DOI10.1080/02331934.2011.627333zbMath1237.60061OpenAlexW2086291584MaRDI QIDQ3111140
Stefan Pickl, Dmitrii D. Lozovanu
Publication date: 18 January 2012
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2011.627333
polynomial time algorithmdiscrete Markov processlimit state matrixprobability of state transitiondynamic prgramming
Computational methods in Markov chains (60J22) Dynamic programming (90C39) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)
Cites Work
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