Negative binomial sums of random variables and discounted reward processes

DOI10.1239/JAP/1032265207zbMath0918.60034OpenAlexW2051475706MaRDI QIDQ4228261

William L. Cooper

Publication date: 2 February 1999

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1032265207

zbMATH Keywords

Markov decision processesreward processessums of randon variables

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Stochastic processes (60G99)

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