SURVEILLANCE PROBLEMS: TWO-DIMENSIONAL SYMMETRIC RANDOM WALK UNDER CONTINUOUS SURVEILLANCE.

Abstract

The paper a sequel to AD-655 159, is concerned with optimal strategies for controlling a two-component symmetric random walk production process under continuous surveillance. Either or both components may be repaired at any time at some cost. A form of long-run average income is used as the criterion for comparing strategies. The class of non-randomized stationary strategies which do not permit hesitation and which allow production on only a finite number of states is shown to be a complete class of strategies under certain assumptions of monotonicity and symmetry on the income function. Properties of optimal strategies are derived and methods are given for evaluating the income criterion for the admissible strategies. The results are applied to obtaining the optimal strategy in a numerical example. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1968
Accession Number
AD0685592

Entities

People

  • C. Bradley Russell

Organizations

  • Florida State University

Tags

DTIC Thesaurus Topics

  • Cooperation
  • Mathematics
  • Production
  • Random Walk
  • Stationary
  • Surveillance
  • Symmetry
  • Two Dimensional

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Calculus or Mathematical Analysis
  • Industrial Economics