Optimal control-limit strategies for a partially observed replacement problem†

DOI10.1080/00207727908941584zbMATH Open0399.93048OpenAlexW2069065005MaRDI QIDQ4184723FDOQ4184723

Authors: Chelsea C. White 

Publication date: 1979

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727908941584

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Cites Work

• The Optimal Control of Partially Observable Markov Processes over a Finite Horizon
• Optimal Replacement Rules when Changes of State are Semi-Markovian
• On the Optimality of Structured Policies in Countable Stage Decision Processes
• Optimal maintenance and replacement via a semi-Markov decision model

Cited In (15)

• On-line parameter estimation for a failure-prone system subject to condition monitoring
• Optimal condition based maintenance with imperfect information and the proportional hazards model
• A survey of algorithmic methods for partially observed Markov decision processes
• Filters and parameter estimation for a partially observable system subject to random failure with continuous-range observations
• A simple suboptimal algorithm for system maintance under partial observability
• A multi-stage two-machines replacement strategy using mixture models, Bayesian inference, and stochastic dynamic programming
• Optimizing active surveillance for prostate cancer using partially observable Markov decision processes
• Control limits for two-state partially observable Markov decision processes
• Policy structure for discrete time Markov chain disorder problems
• On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes
• Structural results for partially observed control models
• Optimally maintaining a multi-state system with limited imperfect preventive repairs
• Monotone control laws for noisy, countable-state Markov chains
• An efficient heuristic for a partially observable Markov decision process of machine replacement
• Monotonicity properties for two-action partially observable Markov decision processes on partially ordered spaces

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