ICA  Vol.5 No.2 , May 2014
Sensitivity Analysis of the Replacement Problem
ABSTRACT

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.

 


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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