Optimal control and replacement with state-dependent failure rate: Dynamic programming
From MaRDI portal
Publication:687696
DOI10.1214/aoap/1177005429zbMath0781.93097OpenAlexW2054054539MaRDI QIDQ687696
Richard H. Stockbridge, Arthur C. Heinricher
Publication date: 28 October 1993
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005429
Dynamic programming in optimal control and differential games (49L20) Reliability, availability, maintenance, inspection in operations research (90B25) Optimal stochastic control (93E20)
Related Items (4)
Optimal inventory control with path-dependent cost criteria ⋮ Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems ⋮ Long-term average control of a continuous, monotone process ⋮ A Simple Monotone Process with Application to Radiocarbon-Dated Depth Chronologies
This page was built for publication: Optimal control and replacement with state-dependent failure rate: Dynamic programming