IEICE TRANSACTIONS on Fundamentals
On an Optimal Maintenance Policy for a Markovian Deteriorating System with Uncertain Repair
Summary :
This paper examines a system which is inspected at equally spaced points in time. We express the observed states of the system as a discrete time Markov chain with an absorbing state. It is assumed that the true state is certainly identified through inspection. After each inspection, one of three actions can be taken: Operation, repair, or replacement. We assume that the result of repair is uncertain. If repair is taken, we decide whether to inspect the system or not. When inspection is performed after completion of repair, we select an optimal action. After replacement, the system becomes new. We study the optimal maintenance policy which minimizes the expected total discounted cost for unbounded horizon. It is shown that, under reasonable conditions on the system's deterioration and repair laws and the cost structures, a control limit policy is optimal. We derive several valid properties for finding the optimal maintenance policy numerically. Furthermore, numerical analysis is conducted to show our theoretical results could hold under weaker conditions.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E90-A No.2 pp.467-473
- Publication Date
- 2007/02/01
- Publicized
- Online ISSN
- 1745-1337
- DOI
- 10.1093/ietfec/e90-a.2.467
- Type of Manuscript
- PAPER
- Category
- Reliability, Maintainability and Safety Analysis
Authors
Keyword
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Nobuyuki TAMURA, "On an Optimal Maintenance Policy for a Markovian Deteriorating System with Uncertain Repair" in IEICE TRANSACTIONS on Fundamentals,
vol. E90-A, no. 2, pp. 467-473, February 2007, doi: 10.1093/ietfec/e90-a.2.467.
Abstract: This paper examines a system which is inspected at equally spaced points in time. We express the observed states of the system as a discrete time Markov chain with an absorbing state. It is assumed that the true state is certainly identified through inspection. After each inspection, one of three actions can be taken: Operation, repair, or replacement. We assume that the result of repair is uncertain. If repair is taken, we decide whether to inspect the system or not. When inspection is performed after completion of repair, we select an optimal action. After replacement, the system becomes new. We study the optimal maintenance policy which minimizes the expected total discounted cost for unbounded horizon. It is shown that, under reasonable conditions on the system's deterioration and repair laws and the cost structures, a control limit policy is optimal. We derive several valid properties for finding the optimal maintenance policy numerically. Furthermore, numerical analysis is conducted to show our theoretical results could hold under weaker conditions.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1093/ietfec/e90-a.2.467/_p
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@ARTICLE{e90-a_2_467,
author={Nobuyuki TAMURA, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={On an Optimal Maintenance Policy for a Markovian Deteriorating System with Uncertain Repair},
year={2007},
volume={E90-A},
number={2},
pages={467-473},
abstract={This paper examines a system which is inspected at equally spaced points in time. We express the observed states of the system as a discrete time Markov chain with an absorbing state. It is assumed that the true state is certainly identified through inspection. After each inspection, one of three actions can be taken: Operation, repair, or replacement. We assume that the result of repair is uncertain. If repair is taken, we decide whether to inspect the system or not. When inspection is performed after completion of repair, we select an optimal action. After replacement, the system becomes new. We study the optimal maintenance policy which minimizes the expected total discounted cost for unbounded horizon. It is shown that, under reasonable conditions on the system's deterioration and repair laws and the cost structures, a control limit policy is optimal. We derive several valid properties for finding the optimal maintenance policy numerically. Furthermore, numerical analysis is conducted to show our theoretical results could hold under weaker conditions.},
keywords={},
doi={10.1093/ietfec/e90-a.2.467},
ISSN={1745-1337},
month={February},}
Copy
TY - JOUR
TI - On an Optimal Maintenance Policy for a Markovian Deteriorating System with Uncertain Repair
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 467
EP - 473
AU - Nobuyuki TAMURA
PY - 2007
DO - 10.1093/ietfec/e90-a.2.467
JO - IEICE TRANSACTIONS on Fundamentals
SN - 1745-1337
VL - E90-A
IS - 2
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - February 2007
AB - This paper examines a system which is inspected at equally spaced points in time. We express the observed states of the system as a discrete time Markov chain with an absorbing state. It is assumed that the true state is certainly identified through inspection. After each inspection, one of three actions can be taken: Operation, repair, or replacement. We assume that the result of repair is uncertain. If repair is taken, we decide whether to inspect the system or not. When inspection is performed after completion of repair, we select an optimal action. After replacement, the system becomes new. We study the optimal maintenance policy which minimizes the expected total discounted cost for unbounded horizon. It is shown that, under reasonable conditions on the system's deterioration and repair laws and the cost structures, a control limit policy is optimal. We derive several valid properties for finding the optimal maintenance policy numerically. Furthermore, numerical analysis is conducted to show our theoretical results could hold under weaker conditions.
ER -
English
