Decision problem for infinite duration semi-Markov process

• Autorzy: Grabski F.
• Języki publikacji: EN

Abstrakty

EN

In the paper there are presented basic concepts and some results of the theory of semi-Markov decision processes. The optimization problem for the infinite duration SM process is connsider in the paper. The Howard algoritm which enables to find the optimal stationary strategy is also discussed here. The algorithm is applied in a decision problem concerning the two components renewable series system is. It is also shown that this algorithm is equivalent to the some linear programing problem.

Słowa kluczowe

EN

reliability; semi-Markov decision processes; optimization; Howard algorithm; linear programing

• Wydawca: Polskie Towarzystwo Bezpieczeństwa i Niezawodności
• Czasopismo: Journal of Polish Safety and Reliability Association
• Rocznik: 2014
• Tom: Vol. 5, No. 2
• Strony: 33--40
• Opis fizyczny: Bibliogr. 14 poz., tab.

Twórcy

autor

Grabski F.

• Naval University, Gdynia, Poland

Bibliografia

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• [3] Feller, W. (1966). An Introduction to Probability Theory and Its Applications, New York, London, Sydney; John Wiley& Sons. Inc, 2.
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• [6] Grabski, F. (2014) Semi-Markov Processes: Applications in Systems Reliability and Maintenance, Elsevier (in preparation).
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• [8] Howard, R.A. (1964). Research of semi-Markovian decision structures. Journal of Operations Research Society Japan 6, 163-199.
• [9] Howard, R.A. (1971). Dynamic probabilistic system. Semi-Markow and decision processes. New York – London – Sydney – Toronto, Wiley, Vol II.
• [10] Jewell, W.S. (1963). Markov-renewal Programming. Operation Research 11, 938-971.
• [11] Korolyuk, V.S. & Turbin, A.F. (1976). Semi-Markov processes and their applications (in Russian), Kiev, Naukova Dumka.
• [12] Limnios, N & Oprisan, G. (2001) Semi-Markov Processes and Reliability. Boston, Birkhauser.
• [13] Mine, H. & Osaki, S. (1970). Markovian Decision Processes. New York, AEPCI.
• [14] Silvestrov, D. C. (1980). Semi-Markov processes with a discrete state space (in Russian), Moscow, Sovetskoe Radio.