OPTIMIZATION OF MARKOV PROCESSES WITH FINAL SEQUENCE OF STATES AND UNITARY TRANSITION TIME
Date
2014
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
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.
Description
Keywords
Markov Process, Final Sequence of States, Evolution Time, Geometric Programming, Signomial Programming, Posynomial Function
Citation
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