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Discounted semi-markov decision process in a semi-markov environment
Optimization, 1997This paper presents the discounted semi-Markov decision process (SMDP) with Borel state space in a semi-Markov environment. It describes a system which behaves like a SMDP except that the system is influenced by its semi-Markov process environment. Following each state transition of the environment, the parameters of the SMDP changes.
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Semi-Markov Decision Process With Partial Information for Maintenance Decisions
IEEE Transactions on Reliability, 2014A critical factor that prevents optimal scheduling of maintenance interventions is the uncertainty regarding the current condition of the asset under consideration, as well as the rate at which deterioration takes place. However, current maintenance modeling and optimization techniques assume that the condition of the asset is either known, or assumed ...
Ajith Kumar Parlikad
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Optimization Methods and Software, 2003
This paper investigates an optimal replacement problem of a system in a semi-Markov environment. The system itself deteriorates according to a semi-Markov process, and is further influenced by its environment, which changes according to a semi-Markov process.
Qiying Hu, Wuyi Yue
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This paper investigates an optimal replacement problem of a system in a semi-Markov environment. The system itself deteriorates according to a semi-Markov process, and is further influenced by its environment, which changes according to a semi-Markov process.
Qiying Hu, Wuyi Yue
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Optimization for condition-based maintenance with semi-Markov decision process
Reliability Engineering and System Safety, 2005The semi-Markov decision model is a powerful tool in analyzing sequential decision processes with random decision epochs. In this paper, we have built the semi-Markov decision process (SMDP) for the maintenance policy optimization of condition-based preventive maintenance problems, and have presented the approach for joint optimization of inspection ...
Kishor Trivedi
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Optimal threshold probability and expectation in semi-Markov decision processes
Applied Mathematics and Computation, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yoshio Ohtsubo
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SEMI-MARKOV DECISION PROCESSES
Probability in the Engineering and Informational Sciences, 2007Considered are semi-Markov decision processes (SMDPs) with finite state and action spaces. We study two criteria: the expected average reward per unit time subject to a sample path constraint on the average cost per unit time and the expected time-average variability.
M. Baykal-Gürsoy, K. Gürsoy
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Road maintenance optimization through a discrete-time semi-Markov decision process [PDF]
Reliability Engineering and System Safety, 2012 Optimization models are necessary for efficient and cost-effective maintenance of a road network. In this regard, road deterioration is commonly modeled as a discrete-time Markov process such that an optimal maintenance policy can be obtained based on ...
Zhang Xueqing
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Risk-aware semi-Markov decision processes
2017 IEEE 56th Annual Conference on Decision and Control (CDC), 2017In this work we construct a basic theory of risk-aware continuous-time Markov decision processes, and even more broadly, that of semi-Markov decision processes. Methods that account for the preferences of risk-aware agents have been introduced and studied in the context of discrete time problems, however, there has been virtually no such development ...
Jukka Isohataia, William B. Haskell 0001
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Policy Gradient Semi-markov Decision Process
2008 20th IEEE International Conference on Tools with Artificial Intelligence, 2008This paper proposes a simulation-based algorithm for optimizing the average reward in a parameterized continuous-time, finite-state semi-Markov decision process (SMDP). Our contributions are twofold: First, we compute the approximate gradient of the average reward with respect to the parameters in SMDP controlled by parameterized stochastic policies ...
Ngo, Vien, Chung, TaeChoong
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Semi-Markov decision processes with variance minimization criterion
4OR, 2014zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Qingda Wei, Xianping Guo
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