Reward processes with nonlinear reward functions

DOI10.2307/3214982zbMATH Open0867.60079OpenAlexW4231969603MaRDI QIDQ3122866FDOQ3122866

Authors: A. R. Soltani 

Publication date: 20 July 1997

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214982

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zbMATH Keywords

Laplace transformsemi-Markov processesreward processes

Mathematics Subject Classification ID

Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05)

Cited In (7)

• On the functional central limit theorem for first passage time of nonlinear semi-Markov reward processes
• Economic Rewards in Non-homogeneous Semi-Markov Systems
• Central Limit Theorem for Nonlinear Semi-Markov Reward Processes
• Semi-Markov and reward fields
• Estimation for discrete-time semi-Markov reward processes: analysis and inference
• Asymptotic behavior of multivariate reward processes with nonlinear reward functions
• Prediction for reward processes

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