Bounds for a class of stochastic recursive equations
نویسندگان
چکیده
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.
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عنوان ژورنال:
- Math. Meth. of OR
دوره 49 شماره
صفحات -
تاریخ انتشار 1999