A Markov decision process with unobservable strength under Markovian environment

Download

index.pdf

Date

2020

Author

Altınkeser, Pınar

Metadata

Show full item record

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Item Usage Stats

187
views

77
downloads

This thesis focuses on a system which survives or fails depending on the stress it is exposed to and strength occurrences. Stress and strength are random quantities generated by two factors, an unobservable Markovian environment and the actions applied. The distributions are known but only the resulting level of realized stress can be observed. The objective is to find an optimal policy that only uses available information to minimize the long run average cost of running this system. The base decision model is modified to handle lack of information, and a new model is built. Value of information is measured by comparing the optimal objective values of two models. Conflicting performance measures are also evaluated.

Subject Keywords

Markov processes., Stress Strength Reliability Models, Markov Decision Process, Markov Modulated Environment.

URI

http://etd.lib.metu.edu.tr/upload/12625271/index.pdf
https://hdl.handle.net/11511/45621

Collections

Graduate School of Natural and Applied Sciences, Thesis

Suggestions

OpenMETU
Core

A method of strain and stress analysis for failure prediction in laminated composites Ardiç, E.S.; Bolcan, C.; Kayran, Altan (SAGE Publications, 1995-01-01) In this study, a method of strain and stress analysis is developed to predict the failure initiation in laminated composites containing two or more different kinds of laminae. In principle, the method developed in this study is similar to non-local elasticity, but the long-range interactions are considered on the strains instead of material moduli, and the method is developed and applied as a realistic and practical one. Firstly, the strain fields in each layer are determined separately and then these strai...
A computer simulation of void dynamics under the action of electromigration and capillary forces in narrow thin interconnects Ogurtani, TO; Oren, EE (2000-10-25) In these studies a comprehensive picture of void dynamics in connection with the critical morphological evaluation has been thoroughly anticipated in order to understand main reasons as well as the conditions under which premature failure of metallic thin interconnects occur. Our mathematical model on diffusion and mass accumulation on void surfaces, under the action of applied electrostatic potential and capillary effects, follows a novel irreversible but discrete thermodynamic formulation of interphases a...
The estimation of adopted mortality and morbidity rates using model and the phase type law: the Turkish case Akat, Fulya; Kestel, Sevtap Ayşe; Tank, Fatih (2019-10-21) This paper aims to estimate mortality rate, morbidity-mortality rates of a chronic disease utilizing phase type law in the frame of two and three state processes. The application on commonly used mortality tables in Turkey are adopted to process to estimate the future mortalities with respect to phase type distribution for the purpose of justifying. Using one absorbing state, two and three state Models calculate the time until absorbing of the death and death by phase type distribution for each gender. Cons...
A discontinuous Galerkin method for optimal control problems governed by a system of convection-diffusion PDEs with nonlinear reaction terms Yücel, Hamdullah; BENNER, Peter (2015-11-01) In this paper, we study the numerical solution of optimal control problems governed by a system of convection-diffusion PDEs with nonlinear reaction terms, arising from chemical processes. The symmetric interior penalty Galerkin (SIPG) method with upwinding for the convection term is used as a discretization method. We use a residual-based error estimator for the state and the adjoint variables. An adaptive mesh refinement indicated by a posteriori error estimates is applied. The arising saddle point system...
A temporal neuro-fuzzy approach for time-series analysis Şişman Yılmaz, Arzu; Alpaslan, Ferda Nur (null; 2003-09-08) In this paper, a temporal neuro-fuzzy system is presented which provides an environment that keeps temporal rela tionships between input and output variables. The sys tem is used to forecast the future behavior of time series data. It is based on ANFIS neuro-fuzzy system and named ANFIS unfolded in time. The rule base contains tempo ral TSK(Takagi-Sugeno-Kang) fuzzy rules. In the training phase, a modified back-propagation learning algorithm is used. The model is tested on Gas-furnace data which is a benchm...

Citation Formats

P. Altınkeser, “A Markov decision process with unobservable strength under Markovian environment,” Thesis (M.S.) -- Graduate School of Natural and Applied Sciences. Industrial Engineering., Middle East Technical University, 2020.