A multivariate reward process defined on a semi-Markov process and its first-passage-time distributions
From MaRDI portal
Publication:3977674
DOI10.2307/3214872zbMath0738.60090OpenAlexW2325932155MaRDI QIDQ3977674
Publication date: 25 June 1992
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214872
semi-Markov processMarkov renewal equationsmultivariate reward processfirst-passage time distributions
Related Items (10)
Two Types ofRG-Factorizations of Quasi-birth-and-death Processes and Their Applications to Stochastic Integral Functionals ⋮ On the functional central limit theorem for first passage time of nonlinear semi-Markov reward processes ⋮ On the moments and the distribution of the cost of a semi Markov model for healthcare systems ⋮ The quality of life via semi Markov reward modelling ⋮ Semi-Markov and reward fields ⋮ Some reward paths in semi-Markov models with stochastic selection of the transition probabilities ⋮ Prediction for Reward Processes ⋮ Exact distributions for reward functions on semi-Markov and Markov additive processes ⋮ Central Limit Theorem for Nonlinear Semi-Markov Reward Processes ⋮ DYNAMIC ANALYSIS OF A MULTIVARIATE REWARD PROCESS DEFINED ON THE UMCP WITH APPLICATION TO OPTIMAL PREVENTIVE MAINTENANCE POLICY PROBLEMS IN MANUFACTURING
This page was built for publication: A multivariate reward process defined on a semi-Markov process and its first-passage-time distributions