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
收藏
页码：325 / 333
页数：9
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