An effective numerical method to compute the moments of the completion time of Markov reward models (Q1125048)

Stochastic reward models consist of a discrete state stochastic process (structure-state process) and a continuous random variable (reward variable). The completion time is the random variable representing the time needed for the accumulated reward to reach a certain (random) amount. The authors provide analytical expressions and recursive algorithms for the computation of the moments of the probability distribution of the completion time.