A multivariate reward process defined on a semi-Markov process and its first-passage-time distributions-Reference-Cited by-同舟云学术

A multivariate reward process defined on a semi-Markov process and its first-passage-time distributions

Published:1991-06 Issue:02 Volume:28 Page:360-373
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:J. Appl. Probab.

Author:

Masuda Yasushi,Sumita Ushio

Abstract

A multivariate reward process defined on a semi-Markov process is studied. Transform results for the distributions of the multivariate reward and related processes are derived through the method of supplementary variables and the Markov renewal equations. These transform results enable the asymptotic behavior to be analyzed. A class of first-passage time distributions of the multivariate reward processes is also investigated.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference21 articles.

1. The matrix Laguerre transform

2. The bivariate Laguerre transform and its applications: numerical exploration of bivariate processes

3. Limit Theorems for Markov Renewal Processes

4. The completion time of a job on multimode systems

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Strategies for energy pricing to modify energy consumption using reward process functions;Energy and Policy Research;2017-01

2. The Quality of Life Via Semi Markov Reward Modelling;Methodology and Computing in Applied Probability;2016-09-28

3. Exact distributions for reward functions on semi-Markov and Markov additive processes;Journal of Applied Probability;2006-12

4. Reward processes for semi-Markov processes: asymptotic behaviour;Journal of Applied Probability;1998-12

5. Reward processes with nonlinear reward functions;Journal of Applied Probability;1996-12