This paper provides a replacement policy for warranty products with different failure rate from the consumer’s viewpoint. Assume that the product is replaced once within a finite planning horizon, and the failure rate of the second product is lower than the failure rate of the first product. Within warranty period (WP), the failed product is corrected by minimal repair without any cost to the c...

This paper is concerned with the control of constrained linear discrete-time systems subject to bounded state disturbances and arbitrary convex state and input constraints. The paper employs a class of finite horizon feedback control policies parameterized as affine functions of the system state, calculation of which has recently been shown to be tractable via a convex reparameterization. When ...

In this note we construct finite and infinite horizon minimax observers for a linear stationary DAE with deterministic, unknown, but bounded noise. By using generalized Kalman duality and geometric control we prove that the finite (infinite) horizon observer exists if and only if the DAE is observable (detectable). Remarkably, the regularity for the DAE is not required.

We consider an approximation scheme for solving Markov Decision Processes (MDPs) with countable state space, finite action space, and bounded rewards that uses an approximate solution of a fixed finite-horizon sub-MDP of a given infinite-horizon MDP to create a stationary policy, which we call “approximate receding horizon control”. We first analyze the performance of the approximate receding h...

An important aspect of numerically approximating the solution of an infinite-horizon optimal control problem is the manner in which the horizon is treated. Generally, an infinite-horizon optimal control problem is approximated with a finite-horizon problem. In such cases, regardless of the finite duration of the approximation, the final time lies an infinite duration from the actual horizon at ...

T paper considers the efficient exact computation of the counterpart of the Gittins index for a finitehorizon discrete-state bandit, which measures for each initial state the average productivity, given by the maximum ratio of expected total discounted reward earned to expected total discounted time expended that can be achieved through a number of successive plays stopping by the given horizon...

In this paper, the probability-guaranteed H∞ finite-horizon filtering problem is investigated for a class of nonlinear time-varying systems with uncertain parameters and sensor saturations. The system matrices are functions of mutually independent stochastic variables that obey uniform distributions over known finite ranges. Attention is focused on the construction of a time-varying filter such...