Optimal preventive maintenance for systems having a continuous output and operating in a random environment

Ji Hwan Cha; Maxim Finkelstein

doi:10.1007/s11750-019-00508-2

Optimal preventive maintenance for systems having a continuous output and operating in a random environment

Ji Hwan Cha, Maxim Finkelstein

Department of Statistics

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

We consider systems that are operating in a random environment modeled by an external shock process. Performance of a system is characterized by a quality (output) function that is decreasing (due to degradation) in the absence of shocks. Shocks have a double impact, i.e., they affect the failure rate of a system directly and at the same time, and each shock contributes to the additional decrease in the quality function. The unconditional and conditional (on survival) expectations for the corresponding stochastic quality process are obtained. The system is replaced either on failure or on the predetermined replacement time, whichever comes first. The corresponding optimization problem is considered and illustrated by detailed numerical examples.

Original language	English
Pages (from-to)	327-350
Number of pages	24
Journal	TOP
Volume	27
Issue number	2
DOIs	https://doi.org/10.1007/s11750-019-00508-2
State	Published - 1 Jul 2019

Bibliographical note

Funding Information:
Acknowledgements The authors sincerely thank the referees for helpful comments and advices. The work of the first author was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIP) (No. 2016R1A2B2014211). The work of the second author was supported by the National Research Foundation (SA) (Grant no: 103613).

Funding Information:
The authors sincerely thank the referees for helpful comments and advices. The work of the first author was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIP) (No. 2016R1A2B2014211). The work of the second author was supported by the National Research Foundation (SA) (Grant no: 103613).

Publisher Copyright:
© 2019, Sociedad de Estadística e Investigación Operativa.

Keywords

Optimal maintenance
Output function
Random environment
Shocks
Shot-noise process

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10.1007/s11750-019-00508-2

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abstract = "We consider systems that are operating in a random environment modeled by an external shock process. Performance of a system is characterized by a quality (output) function that is decreasing (due to degradation) in the absence of shocks. Shocks have a double impact, i.e., they affect the failure rate of a system directly and at the same time, and each shock contributes to the additional decrease in the quality function. The unconditional and conditional (on survival) expectations for the corresponding stochastic quality process are obtained. The system is replaced either on failure or on the predetermined replacement time, whichever comes first. The corresponding optimization problem is considered and illustrated by detailed numerical examples.",

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note = "Funding Information: Acknowledgements The authors sincerely thank the referees for helpful comments and advices. The work of the first author was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIP) (No. 2016R1A2B2014211). The work of the second author was supported by the National Research Foundation (SA) (Grant no: 103613). Funding Information: The authors sincerely thank the referees for helpful comments and advices. The work of the first author was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIP) (No. 2016R1A2B2014211). The work of the second author was supported by the National Research Foundation (SA) (Grant no: 103613). Publisher Copyright: {\textcopyright} 2019, Sociedad de Estad{\'i}stica e Investigaci{\'o}n Operativa.",

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N2 - We consider systems that are operating in a random environment modeled by an external shock process. Performance of a system is characterized by a quality (output) function that is decreasing (due to degradation) in the absence of shocks. Shocks have a double impact, i.e., they affect the failure rate of a system directly and at the same time, and each shock contributes to the additional decrease in the quality function. The unconditional and conditional (on survival) expectations for the corresponding stochastic quality process are obtained. The system is replaced either on failure or on the predetermined replacement time, whichever comes first. The corresponding optimization problem is considered and illustrated by detailed numerical examples.

AB - We consider systems that are operating in a random environment modeled by an external shock process. Performance of a system is characterized by a quality (output) function that is decreasing (due to degradation) in the absence of shocks. Shocks have a double impact, i.e., they affect the failure rate of a system directly and at the same time, and each shock contributes to the additional decrease in the quality function. The unconditional and conditional (on survival) expectations for the corresponding stochastic quality process are obtained. The system is replaced either on failure or on the predetermined replacement time, whichever comes first. The corresponding optimization problem is considered and illustrated by detailed numerical examples.

KW - Optimal maintenance

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KW - Shot-noise process

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Optimal preventive maintenance for systems having a continuous output and operating in a random environment

Abstract

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Keywords

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