Optimal replacement in a system of n-machines with random horizon

  • Rocío Ilhuicatzi-Roldan Benemerita Universidad Autónoma de Puebla.
  • Hugo Cruz Benemerita Universidad Autónoma de Puebla.
Palabras clave: Mathematical programming, optimal stochastic control, dynamic programming, Markov decision processes, programación matemática, control estocástico óptimo, programación dinámica, procesos de decisión de Markov.

Resumen

This paper considers a system consisting of independently operating n-machines, which follows a deterioration processes with an associated cost function. It is assumed that the system is observed at discrete time and the objective function is the total expected cost. Also, it is considered that the horizon of the problem is random. For this problem, a replacement optimal policy that minimize the operation cost of the system is provided. Besides, a numerical example through a program in Matlab is presented.

Biografía del autor

Rocío Ilhuicatzi-Roldan, Benemerita Universidad Autónoma de Puebla.
Facultad de Ciencias Físico-Matemáticas.
Hugo Cruz, Benemerita Universidad Autónoma de Puebla.
Facultad de Ciencias Físico-Matemáticas.

Citas

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[9] Sheti S. P., Sorger G., Zhou X. Y.; Stability of Real-Time LotScheduling and Machine Replacement Policies with Quality Levels, IEEE Transactions on Automatic Control, Vol. 45, No. 11, 2000.
Publicado
2012-10-28
Cómo citar
Ilhuicatzi-Roldan, R., & Cruz, H. (2012). Optimal replacement in a system of n-machines with random horizon. Proyecciones. Journal of Mathematics, 31(3), 219-233. https://doi.org/10.4067/S0716-09172012000300003
Sección
Artículos