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

M. Vlasiou; I.J.B.F. Adan

doi:10.1016/j.orl.2005.12.004

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

M. Vlasiou, I.J.B.F. Adan

Research output: Contribution to journal › Article › Academic › peer-review

10 Citations (Scopus)

Abstract

We derive the limiting waiting-time distribution FW 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 FW when B is generally distributed on a finite support. We provide error bounds for these approximations.

Original language	English
Pages (from-to)	105-113
Journal	Operations Research Letters
Volume	35
Issue number	1
DOIs	https://doi.org/10.1016/j.orl.2005.12.004
Publication status	Published - 2007

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title = "Exact solution to a Lindley-type equation on a bounded support",

abstract = "We derive the limiting waiting-time distribution FW 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 FW when B is generally distributed on a finite support. We provide error bounds for these approximations.",

author = "M. Vlasiou and I.J.B.F. Adan",

year = "2007",

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AU - Vlasiou, M.

AU - Adan, I.J.B.F.

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AB - We derive the limiting waiting-time distribution FW 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 FW when B is generally distributed on a finite support. We provide error bounds for these approximations.

U2 - 10.1016/j.orl.2005.12.004

DO - 10.1016/j.orl.2005.12.004

M3 - Article

SN - 0167-6377

VL - 35

SP - 105

EP - 113

JO - Operations Research Letters

JF - Operations Research Letters

IS - 1

ER -

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

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