A dynamic programming approach for finite Markov processes and algorithms for the calculation of the limit matrix in Markov chains
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Publication:3111140
DOI10.1080/02331934.2011.627333zbMath1237.60061MaRDI 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 algorithm; discrete Markov process; limit state matrix; probability of state transition; dynamic prgramming
60J22: Computational methods in Markov chains
90C39: Dynamic programming
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
65C40: Numerical analysis or methods applied to Markov chains
Cites Work