Please use this identifier to cite or link to this item: http://localhost/handle/Hannan/579312
Title: Uncertain Random Renewal Reward Process With Application to Block Replacement Policy
Authors: Kai Yao;Jian Zhou
subject: uncertain random variable|renewal process|renewal reward process|chance theory|Block replacement policy
Year: 2016
Publisher: IEEE
Abstract: As a mixture of uncertain variable and random variable, uncertain random variable is an important tool to describe indeterminacy phenomena. In order to model the evolution of uncertain random phenomena, a concept of uncertain random process has been proposed, and an uncertain random renewal process has been designed as an example. This paper aims to propose a new type of uncertain random process, called uncertain random renewal reward process, in which the interarrival times and the rewards are assumed to be random variables and uncertain variables, respectively. The chance distribution of the renewal reward process is obtained, and the reward rate is derived. A renewal reward theorem is verified, which shows that the reward rate converges in distribution to an uncertain variable derived from the random interarrival times and the uncertain rewards. As an application, this paper also proposes an uncertain random block replacement problem and formulates an unconstrained optimization model by using the uncertain random renewal reward process.
URI: http://localhost/handle/Hannan/181405
http://localhost/handle/Hannan/579312
ISSN: 1063-6706
1941-0034
volume: 24
issue: 6
Appears in Collections:2016

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Title: Uncertain Random Renewal Reward Process With Application to Block Replacement Policy
Authors: Kai Yao;Jian Zhou
subject: uncertain random variable|renewal process|renewal reward process|chance theory|Block replacement policy
Year: 2016
Publisher: IEEE
Abstract: As a mixture of uncertain variable and random variable, uncertain random variable is an important tool to describe indeterminacy phenomena. In order to model the evolution of uncertain random phenomena, a concept of uncertain random process has been proposed, and an uncertain random renewal process has been designed as an example. This paper aims to propose a new type of uncertain random process, called uncertain random renewal reward process, in which the interarrival times and the rewards are assumed to be random variables and uncertain variables, respectively. The chance distribution of the renewal reward process is obtained, and the reward rate is derived. A renewal reward theorem is verified, which shows that the reward rate converges in distribution to an uncertain variable derived from the random interarrival times and the uncertain rewards. As an application, this paper also proposes an uncertain random block replacement problem and formulates an unconstrained optimization model by using the uncertain random renewal reward process.
URI: http://localhost/handle/Hannan/181405
http://localhost/handle/Hannan/579312
ISSN: 1063-6706
1941-0034
volume: 24
issue: 6
Appears in Collections:2016

Files in This Item:
File Description SizeFormat 
7437417.pdf463.84 kBAdobe PDFThumbnail
Preview File
Title: Uncertain Random Renewal Reward Process With Application to Block Replacement Policy
Authors: Kai Yao;Jian Zhou
subject: uncertain random variable|renewal process|renewal reward process|chance theory|Block replacement policy
Year: 2016
Publisher: IEEE
Abstract: As a mixture of uncertain variable and random variable, uncertain random variable is an important tool to describe indeterminacy phenomena. In order to model the evolution of uncertain random phenomena, a concept of uncertain random process has been proposed, and an uncertain random renewal process has been designed as an example. This paper aims to propose a new type of uncertain random process, called uncertain random renewal reward process, in which the interarrival times and the rewards are assumed to be random variables and uncertain variables, respectively. The chance distribution of the renewal reward process is obtained, and the reward rate is derived. A renewal reward theorem is verified, which shows that the reward rate converges in distribution to an uncertain variable derived from the random interarrival times and the uncertain rewards. As an application, this paper also proposes an uncertain random block replacement problem and formulates an unconstrained optimization model by using the uncertain random renewal reward process.
URI: http://localhost/handle/Hannan/181405
http://localhost/handle/Hannan/579312
ISSN: 1063-6706
1941-0034
volume: 24
issue: 6
Appears in Collections:2016

Files in This Item:
File Description SizeFormat 
7437417.pdf463.84 kBAdobe PDFThumbnail
Preview File