Endre søk
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
Reward Algorithms for Semi-Markov Processes
Stockholms universitet, Naturvetenskapliga fakulteten, Matematiska institutionen.
Rekke forfattare: 22017 (engelsk)Inngår i: Methodology and Computing in Applied Probability, ISSN 1387-5841, E-ISSN 1573-7713, Vol. 19, nr 4, s. 1191-1209Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

New algorithms for computing power moments of hitting times and accumulated rewards of hitting type for semi-Markov processes are developed. The algorithms are based on special techniques of sequential phase space reduction and recurrence relations connecting moments of rewards. Applications are discussed as well as possible generalizations of presented results and examples.

sted, utgiver, år, opplag, sider
2017. Vol. 19, nr 4, s. 1191-1209
Emneord [en]
Semi-Markov process, Hitting time, Accumulated reward, Power moment, Phase space reduction, Recurrent algorithm
HSV kategori
Forskningsprogram
matematisk statistik
Identifikatorer
URN: urn:nbn:se:su:diva-148812DOI: 10.1007/s11009-017-9559-2ISI: 000413792200012OAI: oai:DiVA.org:su-148812DiVA, id: diva2:1156814
Tilgjengelig fra: 2017-11-14 Laget: 2017-11-14 Sist oppdatert: 2018-03-16bibliografisk kontrollert

Open Access i DiVA

Fulltekst mangler i DiVA

Andre lenker

Forlagets fulltekst

Søk i DiVA

Av forfatter/redaktør
Silvestrov, Dmitrii
Av organisasjonen
I samme tidsskrift
Methodology and Computing in Applied Probability

Søk utenfor DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric

doi
urn-nbn
Totalt: 4 treff
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf