Surveillance Problems: A Program for Obtaining Optimal Costly Surveillance Strategies for a Poisson Production Process

摘要

A computer program is presented to obtain an optimal strategy in the class of non-randomized stationary strategies for controlling a Poisson production process under costly surveillance when the income function is a polynomial whose final coefficient is negative. Earlier results of the author show that under an assumption of monotonicity of the income function, an optimal strategy in this class is optimal over the class of all strategies. Flowcharts describing the program, a Fortran IV version of the program, and examples are given. (Author)