Geodesic
Determining the optimal evolution time for Markov processes with final sequence of states
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 1 (2015), pp. 115-126

Voir la notice de l'article provenant de la source Math-Net.Ru

This paper describes a class of dynamical stochastic systems that represents an extension of classical Markov decision processes. The Markov stochastic systems with given final sequence of states and unitary transition time, over a finite or infinite state space, are studied. Such dynamical system stops its evolution as soon as given sequence of states in given order is reached. The evolution time of the stochastic system with fixed final sequence of states depends on initial distribution of the states and probability transition matrix. The considered class of processes represents a generalization of zero-order Markov processes, studied in [3]. We are seeking for the optimal initial distribution and optimal probability transition matrix that provide the minimal evolution time for the dynamical system. We show that this problem can be solved using the signomial and geometric programming approaches. 
@article{BASM_2015_1_a7,
     author = {Alexandru Lazari},
     title = {Determining the optimal evolution time for {Markov} processes with final sequence of states},
     journal = {Buletinul Academiei de \c{S}tiin\c{t}e a Republicii Moldova. Matematica},
     pages = {115--126},
     publisher = {mathdoc},
     number = {1},
     year = {2015},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/BASM_2015_1_a7/}
}
TY  - JOUR
AU  - Alexandru Lazari
TI  - Determining the optimal evolution time for Markov processes with final sequence of states
JO  - Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
PY  - 2015
SP  - 115
EP  - 126
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/BASM_2015_1_a7/
LA  - en
ID  - BASM_2015_1_a7
ER  - 
%0 Journal Article
%A Alexandru Lazari
%T Determining the optimal evolution time for Markov processes with final sequence of states
%J Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
%D 2015
%P 115-126
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/BASM_2015_1_a7/
%G en
%F BASM_2015_1_a7
Alexandru Lazari. Determining the optimal evolution time for Markov processes with final sequence of states. Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 1 (2015), pp. 115-126. http://geodesic.mathdoc.fr/item/BASM_2015_1_a7/