Optimal preventive maintenance for systems having a continuous output and operating in a random environment
- 주제(키워드) Random environment , Shocks , Shot-noise process , Output function , Optimal maintenance
- 주제(기타) Operations Research & Management Science
- 설명문(일반) [Cha, Ji Hwan] Ewha Womans Univ, Dept Stat, Seoul 120750, South Korea; [Finkelstein, Maxim] Univ Free State 339, Dept Math Stat, ZA-9300 Bloemfontein, South Africa; [Finkelstein, Maxim] ITMO Univ, 49 Kronverkskiy Pr, St Petersburg 197101, Russia
- 등재 SCIE, SCOPUS
- 발행기관 SPRINGER
- 발행년도 2019
- URI http://www.dcollection.net/handler/ewha/000000160123
- 본문언어 영어
- Published As http://dx.doi.org/10.1007/s11750-019-00508-2
초록/요약
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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