Decision problem for a finite states change of 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 algorithm of optimization a SM decision process with a finite number of state changes is discussed here. The algorithm is based on a dynamic programming method. To clarify it the SM decision model for the maintenance operation is shown.

Słowa kluczowe

EN

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

• Wydawca: Polskie Towarzystwo Bezpieczeństwa i Niezawodności
• Czasopismo: Journal of Polish Safety and Reliability Association
• Rocznik: 2015
• Tom: Vol. 6, No. 1
• Strony: 95--100
• Opis fizyczny: Bibliogr. 12 poz., tab.

Twórcy

autor

Grabski F.

• Naval University, Gdynia, Poland

Bibliografia

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• [2] Gertsbakh, I.B. (1977). Models of Preventive Maintenance. North-Holland, Oxford 1977.
• [3] Grabski, F. (1982). Theory of Semi-Markov Operation Processes (in Polish). ZN AMW, 75A, Gdynia.
• [4] Grabski, F. (2014). Semi-Markov Processes: Applications in Systems Reliability and Maintenance. Elsevier; Amsterdam, Boston, Heidelberg, London, New York, Oxford, Paris, San Diego, San Francisco, Sydney.
• [5] Howard, R. A. (1960). Dynamic Programing and Markov Processes. Cambridge, Massachusetts, MIT Press.
• [6] Howard, R.A. (1964). Research of semiMarkovian decision structures. Journal of Operations Research Society Japan 6, 163-199.
• [7] Howard, R.A. (1971). Dynamic probabilistic system. Semi-Markow and decision processes. New York – London – Sydney – Toronto, Wiley, Vol II.
• [8] Jewell,W.S. (1963). Markov-renewal Programming. Operation Research 11, 938-971.
• [9] Korolyuk, V.S. & Turbin, A.F. (1976). SemiMarkov processes and their applications (in Russian), Kiev, Naukova Dumka.
• [10] Limnios, N & Oprisan, G. (2001) Semi-Markov Processes and Reliability. Boston, Birkhauser.
• [11] Mine, H. & Osaki, S. (1970). Markovian Decision Processes. New York, AEPCI.
• [12] Silvestrov, D. C. (1980). Semi-Markov processes with a discrete state space (in Russian), Moscow, Sovetskoe Radio.