Geodesic
Algorithms for determining the transient and differential matrices in finite Markov processes
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 2 (2010), pp. 84-99 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

The problem of determining the transient and differential matrices in finite Markov processes is considered. New polynomial time algorithms for determining the considered matrices in Markov chains are proposed and grounded. The proposed algorithms find the limit and differential matrices efficiently when the characteristic values of the matrix of probability transition are known; the running time of the algorithms is $O(n^4)$, where $n$ is the number of the states of dynamical system in the Markov process. 
@article{BASM_2010_2_a5,
     author = {Alexandru Lazari},
     title = {Algorithms for determining the transient and differential matrices in finite {Markov} processes},
     journal = {Buletinul Academiei de \c{S}tiin\c{t}e a Republicii Moldova. Matematica},
     pages = {84--99},
     year = {2010},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/BASM_2010_2_a5/}
}
TY  - JOUR
AU  - Alexandru Lazari
TI  - Algorithms for determining the transient and differential matrices in finite Markov processes
JO  - Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
PY  - 2010
SP  - 84
EP  - 99
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/BASM_2010_2_a5/
LA  - en
ID  - BASM_2010_2_a5
ER  - 
%0 Journal Article
%A Alexandru Lazari
%T Algorithms for determining the transient and differential matrices in finite Markov processes
%J Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
%D 2010
%P 84-99
%N 2
%U http://geodesic.mathdoc.fr/item/BASM_2010_2_a5/
%G en
%F BASM_2010_2_a5
Alexandru Lazari. Algorithms for determining the transient and differential matrices in finite Markov processes. Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 2 (2010), pp. 84-99. http://geodesic.mathdoc.fr/item/BASM_2010_2_a5/

[1] Howard R. A., Dynamic Programming and Markov Processes, Wiley, 1960 | MR | Zbl

[2] Puterman M., Markov Decision Processes, Wiley, 1993 | MR

[3] Lozovanu D., Lazari A., “An Approach for Determining the Matrix of Limiting State Probabilities in Discrete Markov Processes”, Bulletin of the Academy of Science of RM, Matematica, 2010, no. 1(62), 77–91 | Zbl

[4] Lazari A., “Caracteristicile probabilistice ale timpului de evoluţie al sistemelor aleatoare discrete”, Studia Universitatis, CEP USM, 2009, no. 2(22), 5–16

[5] Helmberg G., Voltkamp G., “On Fadeev–Leverrier's Method for the Computation of the Characteristic Polynomial of the Matrix and of Eigenvectors”, Linear Algebra and its Application, 185 (1993), 219–233 | DOI | MR | Zbl