Optimal cost and policy for a Markovian replacement problem

DOI10.1007/BF00940042zbMath0793.90026OpenAlexW2038279556MaRDI QIDQ1321099

Steven I. Marcus, Enrique L. Sernik

Publication date: 27 April 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00940042

zbMATH Keywords

Markov chainpartial observationsoptimal policydiscounted costtwo-dimensional Markov replacement problem

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Dynamic programming (90C39) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items

On the computation of the optimal cost function for discrete time Markov models with partial observations

Cites Work

• Unnamed Item
• Unnamed Item
• Adaptive control of discounted Markov decision chains
• Transformation of partially observable Markov decision processes into piecewise linear ones
• Adaptive control of Markov processes with incomplete state information and unknown parameters
• Optimal control of a partially observable discrete Markov process
• Stochastic optimal control. The discrete time case
• Optimal control of Markov processes with incomplete state information
• On the computation of the optimal cost function for discrete time Markov models with partial observations
• Optimal inspection policies for standby systems
• Technical Note—A Note on Quality Control under Markovian Deterioration
• Structural Results for Partially Observable Markov Decision Processes
• On the optimal solution of the one-armed bandit adaptive control problem
• Optimal stopping in a partially observable binary-valued markov chain with costly perfect information
• State of the Art—A Survey of Partially Observable Markov Decision Processes: Theory, Models, and Algorithms
• Bounds on optimal cost for a replacement problem with partial observations
• A Markov Quality Control Process Subject to Partial Observation
• Computing optimal quality control policies — two actions
• Optimal Inspection and Repair of a Production Process Subject to Deterioration
• The Optimal Control of Partially Observable Markov Processes over the Infinite Horizon: Discounted Costs
• OPTIMAL CONTROL FOR PARTIALLY OBSERVABLE MARKOV DECISION PROCESSES OVER AN INFINITE HORIZON
• Optimal replacement policy with unobservable states
• Solution Procedures for Partially Observed Markov Decision Processes
• Quality Control under Markovian Deterioration
• Markov decision processes