A maintenance plan for a machine will be prepared. This machine can be in n different states where i = 1,2, …, n. When the machine is in any i state, there is operational cost that is represented by g (i). There is a relation between the costs g (1) ≤ g (2) ≤ … ≤ g (n) associated with the situation and the best case to find the machine and the worst case.
The machine in any state goes to (i + 1) state with the probability of p (i, i + 1)> 0 in the next period, if it
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