Monotone control laws for noisy, countable-state Markov chains

DOI10.1016/0377-2217(80)90211-8zbMath0444.90104OpenAlexW1995805165MaRDI QIDQ1145071

Chelsea C. III White

Publication date: 1980

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(80)90211-8

zbMATH Keywords

algorithmexistence conditionsreplacement decisionscountable state Markov systemmaintenance decisionsmonotone control lawsnoisy state observationsnoisy, countable-state Markov chainsobservation qualityoptimal control law structureoptimal control lawsrestricted state dynamics

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Markov and semi-Markov decision processes (90C40)

Related Items (7)

A survey of algorithmic methods for partially observed Markov decision processes ⋮ On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes ⋮ Optimality of monotonic policies for two-action Markovian decision processes, with applications to control of queues with delayed information ⋮ Computation of approximate optimal policies in a partially observed inventory model with rain checks ⋮ Monotonicity properties for two-action partially observable Markov decision processes on partially ordered spaces ⋮ Monitoring machine operations using on-line sensors ⋮ Approximations and bounds for a generalized optimal stopping problem

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