[1]张超权,秦永松,唐胜达.PH分布的累积报酬分布及应用[J].江西师范大学学报(自然科学版),2013,(03):249-252.
 ZHANG Chao-quan,QIN Yong-song,TANG Sheng-da.The Distribution of the Accumulated Rewards in PH and Its Application[J].,2013,(03):249-252.
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PH分布的累积报酬分布及应用()
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《江西师范大学学报》(自然科学版)[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2013年03期
页码:
249-252
栏目:
出版日期:
2013-05-01

文章信息/Info

Title:
The Distribution of the Accumulated Rewards in PH and Its Application
作者:
张超权;秦永松;唐胜达
桂林航天工业学院理学部,广西桂林,541004;广西师范大学数学科学学院,广西桂林,541004
Author(s):
ZHANG Chao-quan;QIN Yong-song;TANG Sheng-da
关键词:
运筹学PH分布报酬Markov链累积报酬
Keywords:
operations reseachPH distributionsMarkov chain with rewardaccumulated reward
分类号:
O211.5;O226
文献标志码:
A
摘要:
采用构造新Markov链的方法对离散PH分布的报酬过程进行研究,证明了在单位时间收益率确定及随机2种情况下带报酬Markov链在被吸收之前的“累积报酬”是PH分布,并给出了相应的表达式,最后给出了2个数值计算实例.
Abstract:
The rewards processes of the discrete PH distribution are anlysised by constructing a new Markov chain associated with the time until absorption in a finite,discrete time Markov chain.It is shown that the distribution of total accumulate reward obtained until absorption with constant and random reward rate in each state are respectively PH distribution.At last,the expression is given and two numerical examples are discussed.

参考文献/References:

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备注/Memo

备注/Memo:
国家自然科学基金(10971038);广西教育厅科研课题(201106LX067)
更新日期/Last Update: 1900-01-01