Bounds for a class of stochastic recursive equations

被引：0

作者：

Liu, Z

Nain, P

Towsley, D

机构：

[1] INRIA, F-06902 Sophia Antipolis, France

[2] Univ Massachusetts, Dept Comp Sci, Amherst, MA 01003 USA

来源：

MATHEMATICAL METHODS OF OPERATIONS RESEARCH | 1999年 / 49卷 / 02期

关键词：

queues; exponential bounds; general state space Markov chain;

D O I：

暂无

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this note we develop a framework for computing upper and lower bounds of an exponential form for a class of stochastic recursive equations with uniformly recurrent Markov modulated inputs. These bounds generalize Kingman's bounds for queues with renewal inputs.

引用

页码：325 / 333

页数：9

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