Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Rewards algorithms for exponential moments of hitting times for semi-Markov processes
Stockholm University, Faculty of Science, Department of Mathematics. (Mathematical Statistics)ORCID iD: 0000-0002-2626-5598
University of Rome "La Sapienza". (Applied Mathematics)
2016 (English)Report (Refereed)
Abstract [en]

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

Place, publisher, year, edition, pages
Department of Mathematics, 2016. , 25 p.
Series
Research Reports in Mathematics, ISSN 1401-5617 ; 2016-1
Keyword [en]
Semi-Markov process, Hitting time, Exponential moment, Reward algorithm
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:su:diva-139772OAI: oai:DiVA.org:su-139772DiVA: diva2:1073842
Available from: 2017-02-13 Created: 2017-02-13 Last updated: 2017-02-13

Open Access in DiVA

No full text

Search in DiVA

By author/editor
Silvestrov, Dmitrii
By organisation
Department of Mathematics
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

Total: 8 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf