Journals Information
Universal Journal of Applied Mathematics Vol. 1(3), pp. 198 - 206
DOI: 10.13189/ujam.2013.010307
Reprint (PDF) (198Kb)
Optimization of Zero-Order Markov Processes with Final Sequence of States
Alexandru Lazari *
Moldova State University, MD-2009, Chisinau, Republic of Moldova
ABSTRACT
In this paper the zero-order Markov processes with final sequence of states X and unit transition time are analyzed. The evolution time T(p) of these systems is studied, where p represents the distribution of the states of the system. The problem of minimization the expectation E(T(p)) is considered. This problem is reduced to a geometric program, which is efficiently solved using convex optimization based on interior-point methods. The main idea of the proof is to show that the expression E(T(p))+1 is a posynomial function in variables which represent the components of distribution of the states that participate in final sequence of states. For some particular cases the explicit solution is obtained.
KEYWORDS
Zero-Order Markov Process, Final Sequence of States, Evolution Time, Geometric Programming, Posynomial Function, Convex Optimization, Interior-Point Methods
Cite This Paper in IEEE or APA Citation Styles
(a). IEEE Format:
[1] Alexandru Lazari , "Optimization of Zero-Order Markov Processes with Final Sequence of States," Universal Journal of Applied Mathematics, Vol. 1, No. 3, pp. 198 - 206, 2013. DOI: 10.13189/ujam.2013.010307.
(b). APA Format:
Alexandru Lazari (2013). Optimization of Zero-Order Markov Processes with Final Sequence of States. Universal Journal of Applied Mathematics, 1(3), 198 - 206. DOI: 10.13189/ujam.2013.010307.