Аннотация:
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 grounded. The computational complexity of the algorithm is $O(n^4)$, where $n$ is the number of the states of the discrete system.
Ключевые слова и фразы:discrete Markov process, Markov chains, dynamic programming, the matrix of limiting states probabilities, polynomial time algorithm.