An algorithm to calculate transient distributions of cumulative rate and impulse based reward

DOI10.1080/15326349808807486zbMath1002.60563OpenAlexW2021077982MaRDI QIDQ4393914

E. de Souza e Silva, Richard H. Gail

Publication date: 1 October 1998

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349808807486

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (8)

Mean-field analysis of hybrid Markov population models with time-inhomogeneous rates ⋮ Computation of bounds for transient measures of large rewarded Markov models using regenerative randomization. ⋮ Analysis of inhomogeneous Markov reward models ⋮ SOJOURN TIMES IN NON-HOMOGENEOUS QBD PROCESSES WITH PROCESSOR SHARING ⋮ Transient Analysis of Large Markov Models with Absorbing States Using Regenerative Randomization ⋮ Moments' analysis in homogeneous Markov reward models ⋮ A fast algorithm for the transient reward distribution in continuous-time Markov chains ⋮ Saddlepoint Approximations to the Density and the Distribution Functions of Linear Combinations of Ratios of Partial Sums

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