https://www.mdu.se/

mdu.sePublications
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
Reward Algorithms for Semi-Markov Processes
Stockholm University, Sweden. (MAM)ORCID iD: 0000-0002-2626-5598
Department of Methods and Models for Economics, Territory and Finance, University “La Sapienza”, Rome, Italy.
2017 (English)In: Methodology and Computing in Applied Probability, ISSN 1387-5841, Vol. 19, no 4, p. 1191-1209Article in journal (Refereed) 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.

Place, publisher, year, edition, pages
Springer, 2017. Vol. 19, no 4, p. 1191-1209
Keywords [en]
Semi-Markov process, Hitting time, Accumulated reward, Power moment, Phase space reduction, Recurrent algorithm
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-52871DOI: 10.1007/s11009-017-9559-2ISI: 000413792200012Scopus ID: 2-s2.0-85017140253OAI: oai:DiVA.org:mdh-52871DiVA, id: diva2:1511749
Available from: 2020-12-20 Created: 2020-12-20 Last updated: 2021-03-26Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopus

Search in DiVA

By author/editor
Silvestrov, Dmitrii
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 17 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