群体预防性置换的最优与次优策略

1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes Pub Date : 1980-12-01 DOI:10.1109/CDC.1980.271904

A. Haurie, P. L'Ecuyer

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引用次数: 1

摘要

针对具有相同元件的多部件系统，在连续时间内提出了群体预防替换问题。在跳跃过程最优控制理论的框架下，得到了动态规划方程。利用离散时间模型对群体预防性替换的最优和次优策略进行了数值计算。说明了Bellman函数(或cost-to-go函数)的单调性，并有助于减少计算问题的规模。

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Optimal and suboptimal strategies for group preventive replacement

The group preventive replacement problem is formulated in continuous time for a multicomponent system having identical elements. The Dynamic Programming equation is obtained in the framework of the theory of optimal control of Jump processes. A discrete time version of the model is used for the numerical computation of optimal and suboptimal strategies of group preventive replacement. A monotonicity property of the Bellman functional (or cost-to-go function) is stated and serves to reduce the size of the computational problem.

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1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes

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