. . "2005-01-01+01:00"^^ . "2"^^ . "25th International Conference on Foundations of Software Technology and Theoretical Computer Science" . . "Br\u00E1zdil, Tom\u00E1\u0161" . . . "RIV/00216224:14330/05:00012779" . "Springer-Verlag" . . "Computing the Expected Accumulated Reward and Gain for a Subclass of Infinite Markov Chains" . . "Computing the Expected Accumulated Reward and Gain for a Subclass of Infinite Markov Chains" . "Computing the Expected Accumulated Reward and Gain for a Subclass of Infinite Markov Chains"@en . "We consider the problem of computing the expected accumulated reward and the average gain per transition in a subclass of Markov chains with countable state spaces where all states are assigned a non-negative reward. We state several abstract conditions that guarantee computability of the above properties up to an arbitrarily small (but non-zero) given error. Finally, we show that our results can be applied to probabilistic lossy channel systems, a well-known model of processes communicating through faulty channels." . . "Hyderabad, India" . . . "Computing the Expected Accumulated Reward and Gain for a Subclass of Infinite Markov Chains"@en . . . "Berlin Heidelberg New York" . "Infinite Markov Chains; Expected Reward"@en . . . "14330" . "Ku\u010Dera, Anton\u00EDn" . . "P(1M0545), P(GA201/03/1161), Z(MSM0021622419)" . . "516141" . "We consider the problem of computing the expected accumulated reward and the average gain per transition in a subclass of Markov chains with countable state spaces where all states are assigned a non-negative reward. We state several abstract conditions that guarantee computability of the above properties up to an arbitrarily small (but non-zero) given error. Finally, we show that our results can be applied to probabilistic lossy channel systems, a well-known model of processes communicating through faulty channels."@en . "RIV/00216224:14330/05:00012779!RIV10-GA0-14330___" . . "000234885800030" . "0302-9743" . "[A75A76563E24]" . "2"^^ . "3-540-30495-9" . . "12"^^ . .