Linear programming solution for Markovian deterioration with uncertain information (Q1821017)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear programming solution for Markovian deterioration with uncertain information |
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Linear programming solution for Markovian deterioration with uncertain information (English)
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1986
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An efficient algorithm for replacement and inspection models with unknown true state is proposed. This is done by a reconsideration of the finite state model of Rosenfield for Markovian deterioration problems. The state space of the Rosenfield model is simplified by enlarging the action space. A condition is found which makes this Markov decision problem solvable by linear programming using generalized linear programming of a system of \(N+1\) simultaneous linear equations in \(N+1\) unknowns.
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replacement
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inspection
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unknown true state
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finite state model
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Markovian deterioration
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Rosenfield model
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generalized linear programming
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