Markov özellikli ortamda gözlemlenemeyen dayanıklılık altında bir Markov karar süreci.

---

Tezin Türü: Yüksek Lisans

Tezin Yürütüldüğü Kurum: Orta Doğu Teknik Üniversitesi, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümü, Türkiye

Tezin Onay Tarihi: 2020

Öğrenci: Pınar Altınkeser

Danışman: YAŞAR YASEMİN SERİN

Özet:

This thesis focuses on a system which survives or fails depending on the stress it is exposed to and strength occurrences. Stress and strength are random quantities generated by two factors, an unobservable Markovian environment and the actions applied. The distributions are known but only the resulting level of realized stress can be observed. The objective is to find an optimal policy that only uses available information to minimize the long run average cost of running this system. The base decision model is modified to handle lack of information, and a new model is built. Value of information is measured by comparing the optimal objective values of two models. Conflicting performance measures are also evaluated.