Bounds on the sensitivity of Generalised Semi-Markov Processes with a single generally distributed lifetime

Bounds on the sensitivity of Generalised Semi-Markov Processes with a single generally distributed lifetime

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Article ID: iaor19921578
Country: United States
Volume: 17
Issue: 1
Start Page Number: 132
End Page Number: 147
Publication Date: Feb 1992
Journal: Mathematics of Operations Research
Authors: ,
Abstract:

This paper presents a method for finding bounds on the sensitivity of Generalised Semi-Markov Processes with a single generally distributed lifetime. This method gives upper and lower bounds for the value of a function of the stationary distribution as the distribution of the general lifetime ranges over a set of distributions with fixed mean. The method is applied to some simple queueing systems.

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