Optimal Control of Partially Observable Semi-Markovian Failing Systems: An Analysis Using a Phase Methodology
研究将计算复杂的部分可观测半马尔可夫决策过程转化为一系列可处理的部分可观测马尔可夫决策过程的极限问题，发现最优控制策略是监控条件可靠性的控制限策略，并开发了高效求解方法。
In “Optimal Control of Partially Observable Semi-Markovian Failing Systems: An Analysis using a Phase Methodology,” Khaleghei and Kim study a maintenance control problem a as partially observable semi-Markov decision process (POSMDP), a problem class that is typically computationally intractable and not amenable to structural analysis. The authors develop a new approach based on a phase methodology where the idea is to view the intractable POSMDP as the limiting problem of a sequence of tractable POMDPs. They show that the optimal control policy can be represented as a control limit policy which monitors the estimated conditional reliability at each decision epoch, and, by exploiting this structure, an efficient computational approach to solve for the optimal control limit and corresponding optimal value is developed.