Finite horizon semi-Markov decision processes with application to maintenance systems
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Publication:421498
DOI10.1016/J.EJOR.2011.01.027zbMath1237.90249OpenAlexW2076661948MaRDI QIDQ421498
Publication date: 14 May 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2011.01.027
dynamic programmingvalue functionoptimal policyfinite horizon semi-Markov decision processesoptimality equation
Reliability, availability, maintenance, inspection in operations research (90B25) Markov and semi-Markov decision processes (90C40)
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Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks ⋮ Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time ⋮ Optimal stopping time on semi-Markov processes with finite horizon ⋮ Computing transience bounds of emergency call centers: a hierarchical timed Petri net approach ⋮ Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces ⋮ Mean-variance problems for finite horizon semi-Markov decision processes ⋮ A risk minimization problem for finite horizon semi-Markov decision processes with loss rates ⋮ Unnamed Item ⋮ First Passage Exponential Optimality Problem for Semi-Markov Decision Processes ⋮ Optimal liquidation problem in illiquid markets ⋮ Advances in Bayesian decision making in reliability ⋮ Optimal stopping time on discounted semi-Markov processes ⋮ Zero-sum semi-Markov games with state-action-dependent discount factors
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