OPTIMAL INSPECTION POLICIES WITH AN EQUALITY CONSTRAINT BASED ON THE VARIATIONAL CALCULUS

摘要

In this paper we consider inspection problems with an equality constraint over infinite/finite time horizons, and develop approximate algorithms to determine the optimal inspection sequence based on the variational principle. More precisely, the inspection problems with an equality constraint are transformed to non-constraint problems with the Lagrange multiplier, and are solved by the familiar variational calculus method. Numerical examples are devoted to derive the optimal inspection sequence.