An effective numerical method to compute the moments of the completion time of Markov reward models (Q1125048)
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scientific article; zbMATH DE number 1371554
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An effective numerical method to compute the moments of the completion time of Markov reward models |
scientific article; zbMATH DE number 1371554 |
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An effective numerical method to compute the moments of the completion time of Markov reward models (English)
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16 August 2000
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Stochastic reward models consist of a discrete state stochastic process (structure-state process) and a continuous random variable (reward variable). The completion time is the random variable representing the time needed for the accumulated reward to reach a certain (random) amount. The authors provide analytical expressions and recursive algorithms for the computation of the moments of the probability distribution of the completion time.
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Markov reward models
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preemptive resume policy
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completion time
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