An approach for computing tight numerical bounds on renewal functions

被引:23
作者
Ayhan, H [1 ]
Limón-Robles, J
Wortman, MA
机构
[1] Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA
[2] ITESM, Dept Control Engn, Monterrey, Mexico
[3] Texas A&M Univ, Dept Ind Engn, College Stn, TX 77843 USA
关键词
renewal equation; renewal function; Riemann-Stieltjes integral;
D O I
10.1109/24.784278
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
This method computes tight lower & upper bounds for the renewal function. It is based on Riemann-Stieltjes integration, and provides bounds for solving certain renewal equations used in the study of availability. An error analysis is given for the numerical bounds when inter-renewal time distributions are sufficiently smooth. Three examples are explored that demonstrate the accuracy of these computed numerical bounds.
引用
收藏
页码:182 / 188
页数:7
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