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Sensitivity Analysis of the Replacement Problem

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DOI: 10.4236/ica.2014.52006    4,124 Downloads   5,131 Views   Citations


The replacement problem can be modeled as a finite, irreducible, homogeneous Markov Chain. In our proposal, we modeled the problem using a Markov decision process and then, the instance is optimized using linear programming. Our goal is to analyze the sensitivity and robustness of the optimal solution across the perturbation of the optimal basis  obtained from the simplex algorithm. The perturbation  can be approximated by a given matrix H such that . Some algebraic relations between the optimal solution and the perturbed instance are obtained and discussed.


Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

Gress, E. , Lechuga, G. and Gress, N. (2014) Sensitivity Analysis of the Replacement Problem. Intelligent Control and Automation, 5, 46-59. doi: 10.4236/ica.2014.52006.


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