Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Generalized Fundamental Matrix for Computing Fundamental Quantities of
  Markov Systems   As is well known, the fundamental matrix $(I - P + e \pi)^{-1}$ plays an
important role in the performance analysis of Markov systems, where $P$ is the
transition probability matrix, $e$ is the column vector of ones, and $\pi$ is
the row vector of the steady state distribution. It is used to compute the
performance potential (relative value function) of Markov decision processes
under the average criterion, such as $g=(I - P + e \pi)^{-1} f$ where $g$ is
the column vector of performance potentials and $f$ is the column vector of
reward functions. However, we need to pre-compute $\pi$ before we can compute
$(I - P + e \pi)^{-1}$. In this paper, we derive a generalization version of
the fundamental matrix as $(I - P + e r)^{-1}$, where $r$ can be any given row
vector satisfying $r e \neq 0$. With this generalized fundamental matrix, we
can compute $g=(I - P + e r)^{-1} f$. The steady state distribution is computed
as $\pi = r(I - P + e r)^{-1}$. The Q-factors at every state-action pair can
also be computed in a similar way. These formulas may give some insights on
further understanding how to efficiently compute or estimate the values of $g$,
$\pi$, and Q-factors in Markov systems, which are fundamental quantities for
the performance optimization of Markov systems.

16
The categories of this paper are: stat
0
The categories of this paper are: hep-ph
9
The categories of this paper are: nlin
7
The categories of this paper are: hep-th
28
The categories of this paper are: alg-geom
37
The categories of this paper are: supr-con
21
The categories of this paper are: adap-org
25
The categories of this paper are: patt-sol
10
The categories of this paper are: q-bio
13
The categories of this paper are: quant-ph
32
The categories of this paper are: atom-ph
27
The categories of this paper are: comp-gas
12
The categories of this paper are: nucl-th
36
The categories of this paper are: cmp-lg
22
The categories of this paper are: chao-dyn
19
The categories of this paper are: eess