On a reliability problem by stochastic control methods |
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| Authors: | Dariusz Gatarek |
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| Affiliation: | Systems Research Institute, Warszawa, Newelska 6, Poland |
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| Abstract: | In the paper a problem of renewal of a nonhomogeneous Markov chain with incomplete information given by a point process is treated. A long run average cost is studied. The article applies the ‘crossing level’ method given by Davis. An example of exponentially distributed time-to-failure is given. |
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| Keywords: | Reliability Renewal theory Impulsive control Partially observed stopping |
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