论文信息 - Discrete Event Dynamic Programming with Simultaneous Events

Discrete Event Dynamic Programming with Simultaneous Events

This paper deals with an infinite-horizon discrete-event dynamic programming model with discounting, and with Borel state and action spaces. Instead of the usual n-stage contraction assumption (Denardo, E. V. 1967. Contraction mappings in the theory underlying dynamic programming. SIAM Rev. 9 165–177.), uniform over all admissible state-action pairs, we propose milder conditions, sufficient for regularity, and allowing any number of simultaneous events. This model permits one to treat properly a number of problems typically associated with continuous-time maintenance models (Haurie, A., L'Ecuyer, P. 1982. A stochastic control approach to group preventive replacement in a multicomponent system. IEEE Trans. Automat. Control AC-27 387–393; Haurie, A., L'Ecuyer, P. 1986. Approximation and bounds in discrete event dynamic programming. IEEE Trans. Automat. Control AC-31 227–235; L'Ecuyer, P. 1983. Processus de decision markoviens a etapes discretes: Application a des problemes de remplacement d'equipement. Ph.D...

Pierre L'Ecuyer | Alain Haurie

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