Optimal models for the first arrival time distribution function in continuous time -- with a special case
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Publication:1335393
DOI10.1007/BF02006119zbMath0831.90121OpenAlexW1993959830MaRDI QIDQ1335393
Yuanlie Lin, Chung-Lie Wang, R.James Tomkins
Publication date: 4 October 1994
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02006119
distribution functionfirst arrival timecontinuous time Markov decision processfinite state and action sets
Related Items (4)
First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs ⋮ Optimal risk probability for first passage models in semi-Markov decision processes ⋮ Optimization models for the first arrival target distribution function in discrete time ⋮ First passage risk probability optimality for continuous time Markov decision processes
Cites Work
- Generalized inverses and their application to applied probability problems
- Mean, variance and probabilistic criteria in finite Markov decision processes: A review
- A note on first passage times in birth and death and nonnegative diffusion processes
- First-passage times with PFr densities
- First-passage-time moments of Markov processes
- On limiting behavior of ordinary and conditional first-passage times for a class of birth-death processes
- Log-concavity and log-convexity in passage time densities of diffusion and birth-death processes
- Total Positivity, Absorption Probabilities and Applications
- First Passage and Recurrence Distributions
- Inequalities: theory of majorization and its applications
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