The aim of this article is the management optimisation (inspection, maintenance and rehabilitation (IM&R)) of a group of structures. It is supposed that the optimisation is constrained by limited available budget at the beginning of each time period during the entire time horizon thus creating an economical dependence between the decisions related to each of the structures. A Lagrangian relaxation technique is used for the extension of existing dynamic programming methods from single structure

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... o multi-structures level. The methodology is illustrated by using a Generalised Partially Observable Markov Decision Process having a decision tree composed of a sequence of two decisions at the beginning of each time period, namely an inspection decision followed by a maintenance action decision. A numerical example concerning the optimisation of IM&R of 16 different bridges is presented.