Reward Algorithms for Semi-Markov Processes

2016/03/17 by Dmitrii Silvestrov, Silvestrov, Dmitrii, Raimondo Manca +1
Computer Science · Decision Sciences · Engineering · Mathematics · #60J22 #60J27 #60K15 #FOS: Mathematics #Fault Detection and Control Systems #Petri Nets in System Modeling #Primary: 60J10 #Probability (math.PR) #Secondary: 65C40 #Simulation Techniques and Applications #math.PR #msc:60J10 #msc:60J22 #msc:60J27 #msc:60K15 #msc:65C40

paper · pdf · doi:10.48550/arxiv.1603.05693

24 pages

arxiv created 2016/03/17 · openalex publication_date 2016/03/17 · arxiv updated 2016/03/21 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

New algorithms for computing power moments of hitting times and accumulated rewards of hitting type for semi-Markov processes. 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 generalisations of presented results and results of experimental studies.

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