Sensitivity Analysis of the Replacement Problem

• 作者: Eva Selene Hernández Gress Gilberto Pérez Lechuga Neil Hernández Gress
• 来源期刊: 智能控制与自动化(英文)
• 学科: 数学
• 关键词: REPLACEMENT POLICY MARKOV PROCESSES LINEAR PROGRAMMING
• 年，卷（期）: 2014,（2）
• 页码范围: 46-59
• 页数: 14页
• 分类号: O1

摘要

The replacement problem can be modeled as a finite, irreducible, homogeneous Markov Chain. In our proposal, we modeled the problem using a Markov decision process and then, the instance is optimized using linear programming. Our goal is to analyze the sensitivity and robustness of the optimal solution across the perturbation of the optimal basis ?obtained from the simplex algorithm. The perturbation ?can be approximated by a given matrix H?such that . Some algebraic relations between the optimal solution and the perturbed instance are obtained and discussed.