I have a simple Markov chain with $A$, $B$ and $C$ states. For each state, I have a probability and beyond that, a value. So, for each state transition I have two information
- the probability of the transition to another state, and
- a value.
I need to know the average value considering that I am trying to start from node $A$ and finish in the node $C$. I was thinking about to use Markov chains but I have a value with the probability and I don't know whet kind of theory I can apply to find the average value on this path $A \to C$.
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