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Elementary Uncertain Renewal Reward Theorem and Its Strict Proof

DOI: 10.4236/oalib.1102366, PP. 1-6

Subject Areas: Mathematical Analysis

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

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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.

Cite this paper

Shi, X. and Zhang, X. (2016). Elementary Uncertain Renewal Reward Theorem and Its Strict Proof. Open Access Library Journal, 3, e2366. doi: http://dx.doi.org/10.4236/oalib.1102366.

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