Optimal Replacement Under Partial Observations
Published Online:1 May 2003https://doi.org/10.1287/moor.28.2.382.14484
References
- Discounted replacement, maintenance, and repair problems in reliability. Math. Oper. Res. (1994) 19:909–945Link, Google Scholar
- Optimal control of Markov processes with incomplete state information. J. Math. Anal. Appl. (1965) 10:174–205Crossref, Google Scholar
- Optimal control of Markov processes with incomplete state-information. II. The convexity of the loss function. J. Math. Anal. Appl. (1969) 26:403–406Crossref, Google Scholar
- Condition based replacement policies—A counting process approach. Reliability Engrg. System Safety (1996) 51:275–281Crossref, Google Scholar
- Optimal replacement times—A general set-up. J. Appl. Probab. (1986) 23:432–442Crossref, Google Scholar
- A control-limit policy and software for condition-based maintenance optimization. INFOR (2001) 39:32–50Google Scholar
- Optimal replacement under a general failure model. Adv. Appl. Probab. (1978) 10:431–451Crossref, Google Scholar
- Stochastic Optimal Control: The Discrete Time Case (1978) (Academic Press, New York) Google Scholar
- Point Processes and Queues: Martingale Dynamics (1981) (Springer-Verlag, Berlin) Crossref, Google Scholar
- On the complexity of partially observed Markov decision processes. Theoret. Comput. Sci. (1996) 157:161–183Crossref, Google Scholar
- Analysis of Survival Data (1984) (Chapman & Hall, London, U.K.) Google Scholar
- Markov Models and Optimization (1993) (Chapman & Hall, London, U.K.) Crossref, Google Scholar
- Stochastic Calculus and Applications (1982) (Springer-Verlag, New York) Google Scholar
- On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes. Ann. Oper. Res. (1991) 29:439–470Crossref, Google Scholar
- Value-function approximations for partially observable Markov decision processes. J. Artificial Intelligence Res. (2000) 13:33–94Crossref, Google Scholar
- Adaptive Markov Control Processes (1989) (Springer-Verlag, New York) Crossref, Google Scholar
- Stochastic Processes and Filtering Theory (1970) (Academic Press, New York) Google Scholar
- Optimal replacement with nonmonotone failure rates. OR Spektrum (1984) 6:53–57Crossref, Google Scholar
- Monotone stopping rules for stochastic processes in a semimartingale representation with applications. Optim (1989) 20:837–852Crossref, Google Scholar
- Optimal stopping by means of point process observations with applications in reliability. Math. Oper. Res. (1993) 18:645–657Link, Google Scholar
- Recursive nonlinear filter for a continuous discrete-time model: Separation of parameters and observations. IEEE Trans. Automatic Control (1998) 43:1154–1158Crossref, Google Scholar
- A survey of algorithmic methods for partially observed Markov decision processes. Ann. Oper. Res. (1991) 28:47–66Crossref, Google Scholar
- Optimal replacement in the proportional hazards model. INFOR (1992) 30:172–183Google Scholar
- A condition-based maintenance model. IMA J. Math. Appl. Bus. Indus. (1998) 9:201–210Google Scholar
- Optimal preventive replacement under minimal repair and random repair cost. Math. Oper. Res. (2000) 25:141–156Link, Google Scholar
- Estimation and control in Markov chains. Adv. Appl. Probab. (1974) 6:40–60Crossref, Google Scholar
- A survey of partially observable Markov decision processes: Theory, models, and algorithms. Management Sci. (1982) 28:1–16Link, Google Scholar
- A general failure model: Optimal replacement with state dependent replacement and failure costs. Math. Oper. Res. (1980) 5:381–387Link, Google Scholar
- Quality control under Markovian deterioration. Management Sci. (1971) 17:587–596Link, Google Scholar
- Optimal control for partially observable Markov decision processes over an infinite horizon. J. Oper. Res. Soc. Japan (1978) 21:1–15Google Scholar
- The optimal control of partially observable Markov processes over a finite horizon. Oper. Res. (1973) 21:1071–1088Link, Google Scholar
- The optimal control of partially observable Markov processes over the infinite horizon: Discounted costs. Oper. Res. (1978) 26:282–304Link, Google Scholar
- Maximal wearing-out of a deteriorating system: An optimal stopping approach. Eur. J. Oper. Res. (1994) 73:472–479Crossref, Google Scholar
- Filtering, prediction and smoothing observations: A Martingale approach. SIAM J. Appl. Math. (1977) 32:552–570Crossref, Google Scholar
- A Markov quality control process subject to partial observation. Management Sci. (1977) 23:843–852Link, Google Scholar
- Optimal control-limit strategies for a partially observed replacement problem. Internat. J. Systems Sci. (1979) 10:321–331Crossref, Google Scholar
- A survey of solution techniques for the partially observed Markov decision process. Ann. Oper. Res. (1991) 32:215–230Crossref, Google Scholar
- Application of Jensen's inequality to adaptive suboptimal design. J. Optim. Theory Appl. (1980) 32:89–99Crossref, Google Scholar

