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

DOI10.1214/AOAP/1177005430zbMATH Open0781.93098OpenAlexW2085351764MaRDI QIDQ687697FDOQ687697

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

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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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