Research in Semi-markovian Decision Structures
نویسندگان
چکیده
منابع مشابه
Recursive Utility for Stochastic Trees
Stochastic trees are semi-Markov processes represented using tree diagrams. Such trees have been found useful for prescriptive modeling of temporal medical treatment choice. We consider utility functions over stochastic trees which permit recursive evaluation in a graphically intuitive manner analogous to decision tree rollback. Such rollback is computationally intractable unless a low-dimensio...
متن کاملHidden hybrid Markov/semi-Markov chains
Models that combine Markovian states with implicit geometric state occupancy distributions and semi-Markovian states with explicit state occupancy distributions, are investigated. This type of model retains the flexibility of hidden semi-Markov chains for the modeling of short or medium size homogeneous zones along sequences but also enables the modeling of long zones with Markovian states. The...
متن کاملDynamic Multi Period Production Planning Problem with Semi Markovian Variable Cost (TECHNICAL NOTE)
This paper develops a method for solving the single product multi-period production-planning problem, in which the production and the inventory costs of each period arc concave and backlogging is not permitted. It is also assumed that the unit variable cost of the production evolves according to a continuous time Markov process. We prove that this production-planning problem can be Stated as a ...
متن کاملAn Optimal Ordering and Replacement Policy of a Markovian Degradation System under Complete Observation
This paper consideres an optimal ordering and replacement problem of a continuous time Markovian degradation system. An optimal policy minimizes the expected cost per unit time in an infinite time horizon. The problem is formulated by semi-Markov decision process and the optimality of an (n,N)-policy is shown. Further, the expected cost rate of the system operated under an (n,N)-policy is obtai...
متن کاملOptimized Pricing Decisions In a Multi-Level Supply Chain With Various Power and Channel Structures: A Game-Theoretic Approach
This article studies the optimization of pricing decisions in a supply chain with different channels under different power structure. Three different channel will be considered here; these include: the decentralized, the semi-integrated, and the integrated channel. There are two types of power balance structures for both the decentralized and the semi-integrated channels. The first type is a le...
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تاریخ انتشار 2009