{ "id": "1603.05693", "version": "v1", "published": "2016-03-17T21:15:11.000Z", "updated": "2016-03-17T21:15:11.000Z", "title": "Reward Algorithms for Semi-Markov Processes", "authors": [ "Dmitrii Silvestrov", "Raimondo Manca" ], "comment": "24 pages", "categories": [ "math.PR" ], "abstract": "New algorithms for computing power moments of hitting times and accumulated rewards of hitting type for semi-Markov processes. The algorithms are based on special techniques of sequential phase space reduction and recurrence relations connecting moments of rewards. Applications are discussed as well as possible generalisations of presented results and results of experimental studies.", "revisions": [ { "version": "v1", "updated": "2016-03-17T21:15:11.000Z" } ], "analyses": { "subjects": [ "60J10", "60J22", "60J27", "60K15", "65C40" ], "keywords": [ "semi-markov processes", "reward algorithms", "sequential phase space reduction", "recurrence relations connecting moments", "computing power moments" ], "note": { "typesetting": "TeX", "pages": 24, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2016arXiv160305693S" } } }