Abstract
We derive the stationary distribution of the regenerative process W(t), t ≥ 0, whose cycles behave like an M / G / 1 workload process terminating at the end of its first busy period or when it reaches or exceeds level 1, and restarting with some fixed workload \(a\in (0,1)\). The result is used to obtain the overflow distribution of this controlled workload process; we derive \(\mathbb{E}e^{-\alpha} W(T)\) and \(\mathbb{E}[e^{{-\alpha}^{W(T)}} | W(T) \geq 1]\), where T is the duration of the first cycle. W(t) can be linked to a certain perishable inventory model, and we use our results to determine the distribution of the duration of an empty period.
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D. Perry was supported by a Mercator Fellowship of the Deutsche Forschungsgemeinschaft.
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Perry, D., Stadje, W. A controlled M / G / 1 workload process with an application to perishable inventory systems. Math Meth Oper Res 64, 415–428 (2006). https://doi.org/10.1007/s00186-006-0094-0
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DOI: https://doi.org/10.1007/s00186-006-0094-0