OPTIMIZATION OF MARKOV PROCESSES WITH FINAL SEQUENCE OF STATES AND UNITARY TRANSITION TIME

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dc.contributor.authorLazari, Alexandru
dc.date.accessioned2017-09-28T12:16:04Z
dc.date.available2017-09-28T12:16:04Z
dc.date.issued2014
dc.description.abstractIn 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.en
dc.identifier.citationLAZARI, 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 978-9975-68-244-2en
dc.identifier.isbn978-9975-68-244-2
dc.identifier.urihttps://msuir.usm.md/handle/123456789/1321
dc.language.isoenen
dc.publisherValines SRLen
dc.subjectMarkov Processen
dc.subjectFinal Sequence of Statesen
dc.subjectEvolution Timeen
dc.subjectGeometric Programmingen
dc.subjectSignomial Programmingen
dc.subjectPosynomial Functionen
dc.titleOPTIMIZATION OF MARKOV PROCESSES WITH FINAL SEQUENCE OF STATES AND UNITARY TRANSITION TIMEen
dc.typeArticleen

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