Upper and lower bounds for the solutions of Markov renewal equations

Upper and lower bounds are studied for the solutions of Markov renewal equations. Some of their special cases are derived under specific marginal conditons and in an alternating environment. The method to construct the bounds is also explained in detail. At the end, these bounds are applied to a shock model and an age-dependent branching process under Markovian environment. Copyright Springer-Verlag 2005

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Year of publication:	2005
Authors:	Li, Gang ; Luo, Jiaowan
Published in:	Mathematical Methods of Operations Research. - Springer. - Vol. 62.2005, 2, p. 243-253
Publisher:	Springer
Subject:	Markov renewal equation \| Bounds

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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