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An approach for determining the matrix of limiting state probabilities in discrete Markov processes. (English) Zbl 1196.65031
Summary: A new approach for determining the matrix of limiting state probabilities in Markov processes is proposed and a polynomial time algorithm for calculating this matrix is presented. The computational complexity of the algorithm is \(O(n^{4})\) where \(n\) is the number of the states of the discrete system.

MSC:
65C40 Numerical analysis or methods applied to Markov chains
60J22 Computational methods in Markov chains
90C39 Dynamic programming
90C40 Markov and semi-Markov decision processes
65Y20 Complexity and performance of numerical algorithms
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