Elementary Uncertain Renewal Reward Theorem and Its Strict Proof - Open Access Library Journal

OALibJ > Vol.3 No.2, February 2016

Elementary Uncertain Renewal Reward Theorem and Its Strict Proof ()

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DOI: 10.4236/oalib.1102366 789 Downloads 1,371 Views

Author(s)

Xiaojing Shi, Xingfang Zhang^*

Affiliation(s)

School of Mathematical Sciences, Liaocheng University, Liaocheng, China.

ABSTRACT

Uncertain renewal reward process, of which the interarrival times and rewards (or costs) are regarded as uncertain variables, is an important branch of Liu’s uncertainty theory. At present, there is a lack of strict proof for the elementary theorem. Therefore, the paper gives its strict proof with two lemmas by some techniques.

KEYWORDS

Elementary Theorem, Renewal Reward Process, Uncertain Process, Uncertainty Theory

Share and Cite:

Shi, X. and Zhang, X. (2016) Elementary Uncertain Renewal Reward Theorem and Its Strict Proof. Open Access Library Journal, 3, 1-6. doi: 10.4236/oalib.1102366.

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