The residual life of the renewal process: A simple algorithm

被引:0
|
作者
Baganha, MP
Ferrer, G
Pyke, DF [1 ]
机构
[1] Univ Nova Lisboa, P-1200 Lisbon, Portugal
[2] Univ N Carolina, Kenan Flagler Business Sch, Chapel Hill, NC 27599 USA
[3] Dartmouth Coll, Amos Tuck Sch Business Adm, Hanover, NH 03755 USA
关键词
D O I
10.1002/(SICI)1520-6750(199906)46:4<435::AID-NAV6>3.0.CO;2-I
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
We develop a simple algorithm, which does not require convolutions, for computing the distribution of the residual life when the renewal process is discrete. We also analyze the algorithm for the particular case of lattice distributions, and we show how it can apply to an inventory problem. (C) 1999 John Wiley & Sons, Inc.
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页码:435 / 443
页数:9
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