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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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