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Recent Advances in Reliability Theory pp 69–83Cite as

Birkhäuser

Algorithms of Stochastic Activity and Problems of Reliability

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Part of the book series: Statistics for Industry and Technology ((SIT))

Abstract

Within the framework of a semi-Markov model of engineering system with control depending on a valuating function some algorithms of stochastic operation are investigated. They intend to preserve high serviceability in varying environment (semi-Markov algorithms of search of maximum). Some optimality conditions are found for such an algorithm when it is used observing either a meaning of valuating function itself in a present point of a trajectory or a random value distributed in accordance with this meaning. Optimality of degenerate algorithm is proved when the valuating function is observed with normally and exponentially distributed error.

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References

  1. Dynkin, E. B. and Jushkevich, F. F. (1975). Controlled Markov processes and their applications, Moscow: Nauka (in Russian).

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  4. Korolyuk, V. S. and Turbin, A. F. (1976). Semi-Markov processes and their applications, Kiev: Naukova Dumka (in Russian).

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Author information

Authors and Affiliations

  1. Institute of Problems of Mechanical Engineering, St.Petersburg, Russia

    Boris Harlamov

Authors
  1. Boris Harlamov
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Editor information

Editors and Affiliations

  1. Division Mathématiques Appliquées, Université de Technologie de Compiègne, Compiègne Cedex, 60205, France

    N. Limnios

  2. Université Victor Segalen-Bordeaux 2, Bordeaux Cedex, 33076, France

    M. Nikulin

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© 2000 Springer Science+Business Media New York

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Harlamov, B. (2000). Algorithms of Stochastic Activity and Problems of Reliability. In: Limnios, N., Nikulin, M. (eds) Recent Advances in Reliability Theory. Statistics for Industry and Technology. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1384-0_5

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  • DOI: https://doi.org/10.1007/978-1-4612-1384-0_5

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-7124-6

  • Online ISBN: 978-1-4612-1384-0

  • eBook Packages: Springer Book Archive

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