The expected discounted reward from a Markov replacement process

Pavla Kunderová

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica (1985)

  • Volume: 24, Issue: 1, page 97-105
  • ISSN: 0231-9721

How to cite

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Kunderová, Pavla. "The expected discounted reward from a Markov replacement process." Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica 24.1 (1985): 97-105. <http://eudml.org/doc/23436>.

@article{Kunderová1985,
author = {Kunderová, Pavla},
journal = {Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica},
keywords = {discounted reward; stationary replacement policy; R. A. Howard’s iteration procedure; optimal stationary replacement policy},
language = {eng},
number = {1},
pages = {97-105},
publisher = {Palacký University Olomouc},
title = {The expected discounted reward from a Markov replacement process},
url = {http://eudml.org/doc/23436},
volume = {24},
year = {1985},
}

TY - JOUR
AU - Kunderová, Pavla
TI - The expected discounted reward from a Markov replacement process
JO - Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
PY - 1985
PB - Palacký University Olomouc
VL - 24
IS - 1
SP - 97
EP - 105
LA - eng
KW - discounted reward; stationary replacement policy; R. A. Howard’s iteration procedure; optimal stationary replacement policy
UR - http://eudml.org/doc/23436
ER -

References

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  1. Howard R. A., Dynamic programming and Markov Processes, M. I. T. Press and John Wiley, New York-London (1960). (1960) Zbl0091.16001MR0118514
  2. Mandl P., An identity for Markovian replacement processes, J. Appl. Prob. 6, No. 2, 348-354 (1969). (1969) Zbl0192.55203MR0279905
  3. Mandl P., Řízené Markovovy řetězce, příloha časopisu Kybernetika, roč. 5, Academia Praha (1969). (1969) 
  4. Sarymsakov T. A., Osnovy teorii processov Markova, Moskva (1954). (1954) MR0070094

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