Article ID Journal Published Year Pages File Type
1143235 Operations Research Letters 2007 9 Pages PDF
Abstract

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.

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Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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Exact solution to a Lindley-type equation on a bounded support
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