Exact solution to a Lindley-type equation on a bounded support

Authors:
M. Vlasiou;I. J. B. F. Adan
Affiliations:
EURANDOM, Eindhoven University of Technology, LG-1.06, P.O. Box 513, 5600 MB Eindhoven, The Netherlands;Eindhoven University of Technology, The Netherlands
Venue:
Operations Research Letters
Year:
2007

Citing 1
Cited 2

An Alternating Service Problem

Probability in the Engineering and Informational Sciences

A non-increasing Lindley-type equation

Queueing Systems: Theory and Applications
On queues with service and interarrival times depending on waiting times

Queueing Systems: Theory and Applications

Quantified Score

Hi-index	0.00

Visualization

Abstract

We derive the limiting waiting-time distribution F"W of a model described by the Lindley-type equation W=max{0,B-A-W}, where B has a polynomial distribution. This exact solution is applied to derive approximations of F"W when B is generally distributed on a finite support. We provide error bounds for these approximations.