OPTIMIZATION OF MARKOV PROCESSES WITH FINAL SEQUENCE OF STATES AND UNITARY TRANSITION TIME
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Valines SRL
Abstract
In this paper the Markov processes with final sequence of states and unitary transition time are studied. These stochastic systems represent a generalization of zero-order Markov processes studied in [1]. The evolution time of these systems, as a function
of distribution of the states and transit matrix, is minimized using signomial and geometric programming approaches.
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LAZARI, Al. Optimization of markov processes with final sequence of states and unitary transition time. In: The Third Conference of Mathematical Society of the Republic of Moldova: dedicated to the 50th anniversary of the foundation of the Institute of Mathematics and Computer Science, 19-23 aug. 2014, Chisinau, Moldova: Proceedings IMCS-50.Ch., 2014, pp.374-377. ISBN 978-9975-68-244-2