Bounds on the Sensitivity of Generalised Semi-Markov Processes with a Single Generally Distributed Lifetime

In this paper we present a method for finding bounds on the sensitivity of Generalised Semi-Markov Processes with a single generally distributed lifetime. This method gives upper and lower bounds for the value of a function of the stationary distribution as the distribution of the general lifetime ranges over a set of distributions with fixed mean. The method is applied to some simple queueing systems.