The solution for expected discounted penalty in discrete-time model

zbMATH Open1127.91358MaRDI QIDQ3371748FDOQ3371748

Authors: Shaofeng Wang, Qingling Gao 

Publication date: 21 February 2006

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zbMATH Keywords

adjustment coefficientdiscrete renewal equationrecursive solutiontransform solution

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

Cited In (1)

• A Direct Approach to the Discounted Penalty Function

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