Markov Decision Processes with a Constraint on the Asymptotic Failure Rate

被引：0

作者：

M. Boussemart

T. Bickard

N. Limnios

机构：

[1] Université de Technologie de Compiègne,Equipe de Mathématiques Appliquées

[2] Snecma Control Systems,undefined

来源：

Methodology And Computing In Applied Probability | 2001年 / 3卷

关键词：

constrained Markov decision process; asymptotic failure rate; primitive matrices; linear programming;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, we introduce a Markov decision model with absorbing states and a constraint on the asymptotic failure rate. The objective is to find a stationary policy which minimizes the infinite horizon expected average cost, given that the system never fails. Using Perron-Frobenius theory of non-negative matrices and spectral analysis, we show that the problem can be reduced to a linear programming problem. Finally, we apply this method to a real problem for an aeronautical system.

引用

页码：199 / 214

页数：15

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