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Volumn 35, Issue 4, 1998, Pages 833-842

Reward processes for semi-Markov processes: Asymptotic behaviour

Author keywords

Dual processes; First passage time; Markov renewal theorem; Reward processes; Semi Markov processes

Indexed keywords


EID: 0032237770     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200016545     Document Type: Article
Times cited : (13)

References (11)
  • 1
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    • Çinlar, E.1
  • 2
    • 0000016263 scopus 로고
    • Markov renewal theory: A survey
    • ÇINLAR, E. (1975). Markov renewal theory: a survey. Management Sci. 21, 727-752.
    • (1975) Management Sci. , vol.21 , pp. 727-752
    • Çinlar, E.1
  • 4
    • 0009178876 scopus 로고
    • On the matrix renewal function for Markov renewal processes
    • KEILSON, J. (1969). On the matrix renewal function for Markov renewal processes. Ann. Math. Statist. 40, 1901-1907.
    • (1969) Ann. Math. Statist. , vol.40 , pp. 1901-1907
    • Keilson, J.1
  • 5
    • 0040258775 scopus 로고
    • A process with chain dependent growth rate. Part II: The ruin and ergodic problems
    • KEILSON, J. (1971). A process with chain dependent growth rate. Part II: the ruin and ergodic problems. Adv. Appl. Prob. 3, 315-338.
    • (1971) Adv. Appl. Prob. , vol.3 , pp. 315-338
    • Keilson, J.1
  • 6
    • 0000236771 scopus 로고
    • A multivariate reward process defined on a semi-Markov process and its first passage time distributions
    • MASUDA, Y. AND SUMITA, U. (1991). A multivariate reward process defined on a semi-Markov process and its first passage time distributions. J. Appl. Prob. 28, 360-373.
    • (1991) J. Appl. Prob. , vol.28 , pp. 360-373
    • Masuda, Y.1    Sumita, U.2
  • 7
    • 0039911261 scopus 로고
    • The integral of a step function defined on a semi Markov process
    • MCLEAN, R. A. AND NEUTS, M. F. (1967). The integral of a step function defined on a semi Markov process. SIAM J. Appl. Math. 15, 726-737.
    • (1967) SIAM J. Appl. Math. , vol.15 , pp. 726-737
    • McLean, R.A.1    Neuts, M.F.2
  • 8
    • 0000600488 scopus 로고
    • Limit theorem for Markov renewal processes
    • PYKE, R. AND SCHAUFELE, R. A. (1964). Limit theorem for Markov renewal processes. Ann. Math. Statist. 35, 1746-1764.
    • (1964) Ann. Math. Statist. , vol.35 , pp. 1746-1764
    • Pyke, R.1    Schaufele, R.A.2
  • 9
    • 0039648382 scopus 로고    scopus 로고
    • Reward processes with nonlinear reward functions
    • SOLTANI, A. R. (1996). Reward processes with nonlinear reward functions. J. Appl. Prob. 33, 1011-1017.
    • (1996) J. Appl. Prob. , vol.33 , pp. 1011-1017
    • Soltani, A.R.1
  • 10
    • 0040504171 scopus 로고
    • An alternative approach to the analysis of finite semi-Markov and related processes
    • SUMITA, U. AND MASUDA, Y. (1987). An alternative approach to the analysis of finite semi-Markov and related processes. Commun. Statist.-Stoch. Models 3, 67-87.
    • (1987) Commun. Statist.-Stoch. Models , vol.3 , pp. 67-87
    • Sumita, U.1    Masuda, Y.2
  • 11
    • 0039074926 scopus 로고
    • A bibliography on semi-Markov processes
    • TEUGELS, J. L. (1976). A bibliography on semi-Markov processes. J. Comp. Appl. Math. 2, 125-144.
    • (1976) J. Comp. Appl. Math. , vol.2 , pp. 125-144
    • Teugels, J.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.