On the inventory model with two delaying barriers

Abstract

In this paper the process of semi-Markovian random walk with negative drift under angle alpha(0^ o < alpha < 90^o) and positive jumps with probability &#961; (0 < &#961; < 1) having two delaying screens at level zero and a (a > 0) is constructed. The exact expressions for Laplace transforms of the distributions of the first moments in order to reach to these screens by the process and, in particularly, the expectations and the variances of indicated distributions are obtained.