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Analysis of inhomogeneous Markov reward models

✍ Scribed by M. Telek; A. Horváth; G. Horváth


Book ID
108198697
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
348 KB
Volume
386
Category
Article
ISSN
0024-3795

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Bounding reward measures of Markov model
✍ Peter Buchholz 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 388 KB

## SUMMARY For a Markov reward process, where upper and lower bounds for the transition rates and rewards are known, a new approach to bound the expected reward is presented. Based on a previous paper where sharp bounds have been defined for the problem, but only an inefficient and unstable algorit