Abstract
Due to various advantages in storage and implementation, simple strategies are usually preferred than complex strategies when the performances are close. Strategy optimization for controlled Markov process with descriptive complexity constraint provides a general framework for many such problems. In this paper, we first show by examples that the descriptive complexity and the performance of a strategy could be independent, and use the F-matrix in the No-Free-Lunch Theorem to show the risk that approximating complex strategies may lead to simple strategies that are unboundedly worse in cardinal performance than the original complex strategies. We then develop a method that handles the descriptive complexity constraint directly, which describes simple strategies exactly and only approximates complex strategies during the optimization. The ordinal performance difference between the resulting strategies of this selective approximation method and the global optimum is quantified. Numerical examples on an engine maintenance problem show how this method improves the solution quality. We hope this work sheds some insights to solving general strategy optimization for controlled Markov process with descriptive complexity constraint.
Similar content being viewed by others
References
Puterman M L. Markov Decision Processes: Discrete Stochastic Dynamic Programming. New York: John Wiley and Sons, Inc., 1994
Bertsekas D P. Dynamic Programming and Optimal Control. Belmont, MA: Athena Scientific, 2007
Li M, Vitányi P. An Introduction to Kolmogorov Complexity and Its Applications. 2nd ed. New York: Springer-Verlag New York Inc., 1997
Ho Y C, Zhao Q C, Pepyne D L. The no free lunch theorems: complexity and security. IEEE Trans Automat Contr, 2003, 48(5): 783–793
Vapnik V N. Statistical Learning Theory. New York: John Wiley and Sons, Inc., 1998
Bertsekas D P, Tsitsiklis J N. Neuro-Dynamic Programming. Belmont, MA: Athena Scientific, 1996
Gunn S. Support Vector Machines for Classification and Regression. ISIS Technical Report. 1998
Burges C J C. A tutorial on support vector machines for pattern recognition. Data Min Knowl Disc, 1998, 2(2): 955–975
Ma J, Zhao Y, Ahalt S. Osu svm classifier matlab toolbox. Version 3.00. Available: http://www.ece.osu.edu/maj/osu_svm/
Cho D I, Parlar M. A survey of maintenance models for multiunit systems. Eur J Oper Res, 1991, 51: 1–23
Dekker R. Applications of maintenance optimization models: a review and analysis. Reliab Eng Syst Safe, 1996, 51: 229–240
Tan J S, Kramer M A. A general framework for preventive maintenance optimization in chemical process operations. Comput Chem Eng, 1997, 21(12): 1451–1469
Wang H. A survey of maintenance policies of deteriorating systems. Eur J Oper Res, 2002, 139: 469–489
Xia L, Zhao Q C, Jia Q S. A structure property of optimal policies for maintenance problems with safety-critical components. IEEE Trans Automat Sci Eng, 2008, 5(3): 519–531
Sun T, Zhao Q C, Luh P B, et al. Optimization of joint replacement policies for multi-part systems by a rollout framework. IEEE Trans Automat Sci Eng, 2008, 5(4): 609–619
Dekker R, Wildeman R E, Van Der Duyn Schouten F A. A review of multi-component maintenance models with economic dependence. Math Method Oper Res, 1997, 45: 411–435
Van Der Duyn Schouten F A, Vanneste S G. Two simple control policies for a multi-component maintenance system. Oper Res, 1993, 41: 1125–1136
Author information
Authors and Affiliations
Corresponding author
Additional information
Supported by the National Natural Science Foundation of China (Grant Nos. 60274011, 60574067, 60704008, 60736027, 60721003, 90924001), the New Century Excellent Talents in University (Grant No. NCET-04-0094), the Specialized Research Fund for the Doctoral Program of Higher Education (Grant No. 20070003110), and the Programme of Introducing Talents of Discipline to Universities (the National 111 International Collaboration Projects) (Grant No. B06002)
Rights and permissions
About this article
Cite this article
Jia, Q., Zhao, Q. Strategy optimization for controlled Markov process with descriptive complexity constraint. Sci. China Ser. F-Inf. Sci. 52, 1993–2005 (2009). https://doi.org/10.1007/s11432-009-0192-8
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11432-009-0192-8