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2 Grabski F.

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Decision problem for a finite states change of semi-Markov process

Grabski F.

Journal of Polish Safety and Reliability Association

2015

Vol. 6, No. 1

95--100

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.

Decision problem for infinite duration semi-Markov process

Grabski F.

Journal of Polish Safety and Reliability Association

2014

Vol. 5, No. 2

33--40

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.