484 Proceedingsofthe26 thChineseControl Conference July26-31, 2007, Zhangjiajie, Hunan,China !"#$%&'()*+,-./0123456789 * ! !"#$%&'()*#+, !400030 E-mail:******@cqu. !"Dogramaci&Fraiman(2004),-./0123456789:;<&=>?***@ABCDEFGHIJKL ?***@ABTEFGUVWXERYZ[\]^N?***@ABT_`EFGabIJKcdefG01 EghijklmbngKNopE?***@ABT3qrZst^Kmu9:=>/vwKD-FopE?***@ABT& Kamien&Schwartz(1971)xly019:;<&=>E?***@ABT3FzZ #$%"9:E;<&=>K?***@ABK{|}~Kab ALimit PropertyfortheOptimalControlofaReplacement Problemwith MaintenanceUnderUncertainty ZhangRong CollegeofEconomicsandBusinessAdministration, ChongqingUniversity, Chongqing400030,. China E-mail:******@cqu. Abstract: ordingly, putationalgorithmiscreatedtofindtheoptimalsolutiontothemultistageoptimalcontrolproblem(Dogramaci andFraiman,2004).Thispapergivesaproofforalimitpropertyofthisoptimalcontrol,.,theoptimalcontrolfortheD-F problemisnondifferentiableatthepointswherethereplacement tosay, theoptimalcontrol of theD-Fproblem isdifferent from theK-anizationis. KeyWords:MaintenanceandReplacement,OptimalControl, DynamicProgramming,Limit 1 &'(Introduction) Dogramaci&Fraimanl2004 OR!,". F#$%“ReplacementDecisionswithMaintenance UnderCertainty:AnImbeddedOptimalControlModel” E\& [1] 'Z s#\&(K)*+,./0123 456789:;<&=>?***@ABCDK-.!N /0q1234/Gy01Kamien&Schwartz/0 5(1971) [2]E6789KS?***@ABT:;<=>rV ?***@ABCZDElNrV?***@AEFGHI[JK HLMBCFNOPQIrV?***@RS<KTNUV 01WT
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