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0079739 - ÚTIA 2007 RIV GB eng J - Journal Article
Sladký, Karel - van Dijk, N. M.
On the Total Reward Variance for Continuous-Time Markov Reward Chains.
[O rozptylu celkového výnosu ve spojitých markovských procesech s ohodnocení.]
Journal of Applied Probability. Roč. 43, č. 4 (2006), s. 1044-1052. ISSN 0021-9002. E-ISSN 1475-6072
R&D Projects: GA ČR GA402/05/0115; GA ČR GA402/04/1294
Institutional research plan: CEZ:AV0Z10750506
Keywords : continuous-time Markov reward chain * variance of cumulative reward * asymptotic behaviour * uniformization
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.504, year: 2006
Permanent Link: http://hdl.handle.net/11104/0144321