Prediction for Reward Processes

DOI10.1080/15326341003756346zbMath1209.60025OpenAlexW2046594339MaRDI QIDQ3579001

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Publication date: 5 August 2010

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326341003756346

zbMATH Keywords

predictionconditional expectationsemi-Markov processesexcess lifecurrent liferenewal reward

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Prediction theory (aspects of stochastic processes) (60G25) Renewal theory (60K05)

Related Items (2)

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

Cites Work

• Reward processes with nonlinear reward functions
• Regenerative stochastic processes
• A multivariate reward process defined on a semi-Markov process and its first-passage-time distributions
• Reward processes for semi-Markov processes: asymptotic behaviour
• An alternative approach to the analysis of finite semi-markov and related processes
• Limit Theorems for Markov Renewal Processes
• On the Matrix Renewal Function for Markov Renewal Processes

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