Asymptotic behavior of multivariate reward processes with nonlinear reward functions

zbMath1031.60078MaRDI QIDQ1413662

D. Massart

Publication date: 17 November 2003

Published in: Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

Laplace transformsemi-Markov processesasymptotic formulascovariancerenewal processmultivariate reward processes

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Renewal theory (60K05)

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Estimation for discrete-time semi-Markov reward processes: analysis and inference

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