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Dergiler / Turkish Journal of Mathematics and Computer Science / 2015 / Volume: 3 Issue: 1

Investigation of Boundary Functionals for Renewal-Reward Process with a Generalized Reflecting Barrier

Tahir Khaniyev
Başak Gever
Zulfiye Hanalioglu
Sayfa
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Yayın Tarihi
2016-05-26
DOI
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

Next, the asymptotic expansions are obtained for the first four moments of these boundary functionals of the process X(t).

📌 3 Maddede Bu Makale

🎯
Amaç & Hipotez:In this study, renewal - reward process with a generalized reflecting barrier (X(t)) and its three boundary functionals are mathematically constructed.
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Temel Bulgular & Veri:In this study, renewal - reward process with a generalized reflecting barrier (X(t)) and its three boundary functionals are mathematically constructed.
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Sonuç & Katkı:Next, the asymptotic expansions are obtained for the first four moments of these boundary functionals of the process X(t).
🔬Tür:Article
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Renewal - reward process · Boundary functional · Asymptotic expansion

Abstract

In this study, renewal - reward process with a generalized reflecting barrier (X(t)) and its three boundary functionals are mathematically constructed. Next, the asymptotic expansions are obtained for the first four moments of these boundary functionals of the process X(t).

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Bu Makaleye Atıf Yap

Khaniyev, T., Gever, B., Hanalioglu, Z. (2016). Investigation of Boundary Functionals for Renewal-Reward Process with a Generalized Reflecting Barrier. Turkish Journal of Mathematics and Computer Science, Volume: 3 Issue: 1. https://ajindex.com/articles/1324977

Kaynakça (18)

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  2. Beyer, D., Sethi, S.P. and Taksar, M. Inventory Models with Markovian Demands and Cost Functions of Polynomial Growth, Journal of Optimization Theory and Application 98 (2), 281-323, 1998.
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  12. Prabhu, N.U. Stochastic Storage Processes, (Springer-Verlag, New York, 1981).7
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  16. Brown, M. and Solomon, H.A. Second-order approximation for the variance of a renewalreward process, Stochastic Processes and Their Applications 3, 301-314, 1975.
  17. Chen, F. and Zheng, Y. Waiting time distribution in (T,S) inventory systems, Operations Research Letters 12, 145-151, 1992.
  18. Smith, W.L. Renewal Theory and Its Ramification, Journal of the Royal Statistical Society. Series B (Methodological) 20 (2), 243-302, 1958.