2 % @brief Equilibrium distribution of the discrete-time Markov chain
4 % @author LINE Development Team
8 % @brief Equilibrium distribution of the discrete-time Markov chain
11 % Calculates the equilibrium distribution of a discrete-time Markov chain given its transition matrix.
15 % PROB = dtmc_solve(
P)
16 % PROB = dtmc_solve(
P, options)
21 % <tr><th>Name<th>Description
22 % <tr><td>
P<td>Stochastic transition matrix of the discrete-time Markov chain
23 % <tr><td>options<td>(Optional) Solver options
28 % <tr><th>Name<th>Description
29 % <tr><td>PROB<td>Equilibrium distribution vector
34 % PROB = dtmc_solve([0.5,0.5;0.2,0.8]);
37function PROB=dtmc_solve(
P,options)
41 PROB=ctmc_solve(
P-speye(size(
P)));
43 PROB=ctmc_solve(
P-eye(size(
P)));
47 PROB=ctmc_solve(
P-speye(size(
P)),options);
49 PROB=ctmc_solve(
P-eye(size(
P)),options);