Group preventive maintenance An example of controlled jump processes
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The group preventive maintenance problem is used to illustrate problems of computing with the optimality conditions for continuous time contolled jump processes. It is claimed that considerations for this problem motivate using iterative techniques such as policy improvement or successive approximations.
[1] D. Blackwell. Discrete Dynamic Programming , 1962 .
[2] R. Rishel. Optimality for completely observed controlled jump processes , 1977 .