Title:
|
The expected discounted reward from a Markov replacement process (English) |
Title:
|
Očekávaný diskontovaný výnos z Markovova procesu s výnosy a obnovami (Czech) |
Author:
|
Kunderová, Pavla |
Language:
|
English |
Journal:
|
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica |
ISSN:
|
0231-9721 |
Volume:
|
24 |
Issue:
|
1 |
Year:
|
1985 |
Pages:
|
97-105 |
Summary lang:
|
Czech |
Summary lang:
|
Russian |
. |
Category:
|
math |
. |
MSC:
|
60J05 |
MSC:
|
60K20 |
MSC:
|
90C39 |
MSC:
|
90C40 |
idZBL:
|
Zbl 0616.60089 |
idMR:
|
MR879026 |
. |
Date available:
|
2009-01-29T15:31:25Z |
Last updated:
|
2012-05-03 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/120157 |
. |
Reference:
|
[1] Howard R. A.: Dynamic programming and Markov Processes.M. I. T. Press and John Wiley, New York-London (1960). Zbl 0091.16001, MR 0118514 |
Reference:
|
[2] Mandl P.: An identity for Markovian replacement processes.J. Appl. Prob. 6, No. 2, 348-354 (1969). Zbl 0192.55203, MR 0279905 |
Reference:
|
[3] Mandl P.: Řízené Markovovy řetězce.příloha časopisu Kybernetika, roč. 5, Academia Praha (1969). |
Reference:
|
[4] Sarymsakov T. A.: Osnovy teorii processov Markova.Moskva (1954). MR 0070094 |
. |