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

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