scientific article; zbMATH DE number 1241073

MaRDI QIDQ4224643zbMATH OpenFDO

Authors Golam Ali Parham, A. R. Soltani

Publication date 2 August 1999

zbMATH Keywords

first passage timeLaplace transformreward processsemi-Markov process

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Renewal theory (60K05) Markov renewal processes, semi-Markov processes (60K15) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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(7)

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• Reward processes with nonlinear reward functions
• Exact formulas for the moments of the first passage time of reward processes
• A multivariate reward process defined on a semi-Markov process and its first-passage-time distributions
• Reward processes for semi-Markov processes: asymptotic behaviour
• An alternative approach to the analysis of finite semi-markov and related processes
• On the functional central limit theorem for first passage time of nonlinear semi-Markov reward processes

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