Optimal preventive replacement under minimal repair and random repair cost
文献类型：期刊论文
| 作者 | Makis, V; Jiang, X; Cheng, K |
| 刊名 | MATHEMATICS OF OPERATIONS RESEARCH
 |
| 出版日期 | 2000-02-01 |
| 卷号 | 25期号:1页码:141-156 |
| 关键词 | optimal stopping jump processes minimal repair preventive replacement repair-cost-limit policy |
| ISSN号 | 0364-765X |
| 英文摘要 | A repair/replacement problem for a single unit system with random repair cost is considered. when the unit fails, the repair cost is observed and a decision is made whether to replace the unit or repair it. We assume that the repair is minimal, i.e., the unit is restored to its functioning condition just prior to failure, without changing its age. The unit can be preventively replaced at any time. The problem is formulated as a continuous time decision problem and reduced to an optimal stopping problem in discrete time by applying results from the thoery of jump processes. The existence of the optimal policy is proved and its structure is found using semimartingale decomposition and lambda-maximization technique. It is shown that the optimal policy is an age replacement, repair-cost-limit policy, and the optimal preventive replacement time and the repair cost limits can be obtained by solving a system of ordinary differential equations with boundary conditions. |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000086398700009 |
| 出版者 | INST OPERATIONS RESEARCH MANAGEMENT SCIENCES |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/15035]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Makis, V |
| 作者单位 | 1.Univ Toronto, Dept Mech & Ind Engn, Toronto, ON M5S 3G8, Canada 2.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Makis, V,Jiang, X,Cheng, K. Optimal preventive replacement under minimal repair and random repair cost[J]. MATHEMATICS OF OPERATIONS RESEARCH,2000,25(1):141-156. |
| APA | Makis, V,Jiang, X,&Cheng, K.(2000).Optimal preventive replacement under minimal repair and random repair cost.MATHEMATICS OF OPERATIONS RESEARCH,25(1),141-156. |
| MLA | Makis, V,et al."Optimal preventive replacement under minimal repair and random repair cost".MATHEMATICS OF OPERATIONS RESEARCH 25.1(2000):141-156. |
入库方式： OAI收割
来源：数学与系统科学研究院
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