OPTIMAL COST AND POLICY FOR A MARKOVIAN REPLACEMENT-PROBLEM

被引：0
|
作者：
SERNIK, EL
MARCUS, SI
机构：
[1] Department of Electrical and Computer Engineering, University of Texas, Austin, Texas
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1991年 / 71卷 / 01期
关键词：
MARKOV CHAIN; DYNAMIC PROGRAMMING; DISCOUNTED COST; OPTIMAL POLICY;
D O I：
10.1007/BF00940042
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We consider the computation of the optimal cost and policy associated with a two-dimensional Markov replacement problem with partial observations, for two special cases of observation quality. Relying on structural results available for the optimal policy associated with these two particular models, we show that, in both cases, the infinite-horizon, optimal discounted cost function is piecewise linear, and provide formulas for computing the cost and the policy. Several examples illustrate the usefulness of the results.
引用
收藏
页码：105 / 126
页数：22
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