Prediction for reward processes

DOI10.1080/15326341003756346MaRDI QIDQ3579001zbMATH OpenOpenAlexFDO

Authors

Publication date 5 August 2010

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326341003756346

zbMATH Keywords

conditional expectationcurrent lifeexcess lifepredictionrenewal rewardsemi-Markov processes

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Renewal theory (60K05) Markov renewal processes, semi-Markov processes (60K15)

Recommendations

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Cites work

• A multivariate reward process defined on a semi-Markov process and its first-passage-time distributions
• An alternative approach to the analysis of finite semi-markov and related processes
• Limit Theorems for Markov Renewal Processes
• On the Matrix Renewal Function for Markov Renewal Processes
• Regenerative stochastic processes
• Reward processes for semi-Markov processes: asymptotic behaviour
• Reward processes with nonlinear reward functions

Cited in

(5)

• Estimation for discrete-time semi-Markov reward processes: analysis and inference
• Semi-Markov and reward fields
• scientific article; zbMATH DE number 7641085 (Why is no real title available?)
• Conditional hitting time and state-dependent measures in semi-Markov models
• Prediction in semi-Markov repairable systems

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