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: | Coyle A.J., Taylor P.G. |
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.