协变量
预防性维护
计算机科学
马尔可夫决策过程
数学优化
灵敏度(控制系统)
比例危险模型
启发式
可靠性工程
还原(数学)
过程(计算)
运筹学
马尔可夫过程
计量经济学
统计
数学
工程类
几何学
电子工程
操作系统
作者
Rui Zheng,Jingjing Wang,Yingzhi Zhang
标识
DOI:10.1016/j.ejor.2022.05.020
摘要
Cox's proportional hazards model is widely used to describe the hazard rate of a system deteriorating with age and diagnostic covariates. Existing maintenance in the proportional hazards model was primarily concerned with replacement, resulting in excessive maintenance for many repairable systems. This paper develops a novel hybrid repair-replacement model in the proportional hazards model with a stochastically increasing Markovian covariate process. Preventive repair reduces both age and covariate, and the reduction rate decreases as the number of repairs increases. At an inspection epoch where the system age, covariate state, and repair number are available, the decision-maker considers three possible actions, i.e., no maintenance, preventive repair, and preventive replacement. The objective is to derive the optimal policy that minimizes the long-run average maintenance cost rate. The optimization problem is formulated in the semi-Markov decision process (SMDP) framework. The structural properties of the optimal policy are examined to reduce the policy space. Then a policy-iteration algorithm with a backward policy-improvement step is developed for efficiently finding the optimization results. A practical numerical example with sensitivity analysis is conducted to illustrate the effectiveness of the proposed approach. A comparison with two heuristic policies confirms the superiority of the proposed policy in reducing maintenance costs.
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