Optimal control and replacement with state-dependent failure rate: An invariant measure approach

DOI10.1214/AOAP/1177005430MaRDI QIDQ687697zbMATH OpenOpenAlexFDO

Authors Arthur C. Heinricher, Richard H. Stockbridge

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/1177005430

zbMATH Keywords

iterative schemeoptimal solutionstochastic control problems

Mathematics Subject Classification ID

Linear programming (90C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Reliability, availability, maintenance, inspection in operations research (90B25) Martingales with continuous parameter (60G44) Optimal stochastic control (93E20)

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