We consider the problem of determining the optimal sequence of tests for the discovery of a faulty component, e.g., in a telecommunications network, where there is a random cost associated with testing a component. A novel feature in our approach is that a risk-sensitive performance criterion is used in order to rank different competing schedules. We characterize optimal schedules both when the testing sequence is not subject to precedence constraints, and when it is subject to such constraints, given by an arbitrary partial order
Published in:
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
(Volume:2
)
Date of Conference: 2000