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Optimal Control, Repair, and Inventory Strategies for a Linear Stochastic System

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2 Author(s)

A class of linear systems is studied which is subject to random failures. In such systems the designer must specify strategies for both control and repair. The dynamic interaction of these two facets of the problem is explored, and it is shown that quick repair permits a reduction in gains in the feedback loop. An algorithm is presented for finding the optimal controller and the best policy of repair.

Published in:

IEEE Transactions on Systems, Man, and Cybernetics  (Volume:SMC-2 ,  Issue: 3 )