DYNAMICALLY OPTIMAL REPLACEMENT POLICY FOR A SHOCK MODEL IN A MARKOV RANDOM ENVIRONMENT

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概要

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• We consider a system existing in a random environment. The environment is described by a Markov process called Markov environment process (MEP). The system is subject to a sequence of randomly occurring shocks, and each shock causes a random amount of damage which accumulates additively. The shock arrival and shock magnitude are influenced by changes of the environment. The damage process is assumed to be a piecewise semi-Markov process (PSMP) which is constructed by the shock process and the environment process. The optimal maintenance-replacement problem for the system is examined. A control-limit rule dependent on the MEP is driven.

• 社団法人日本オペレーションズ・リサーチ学会の論文

著者

• Adachi Koichi

  Nagoya Institute Of Technology

• Kowada Masasi

  Dept. Of System Engineering Nagoya Intitute Of Technology

• Feng Wei

  Dept. of system Engineering Nagoya Intitute of Technology

• Adachi Kohichi

  Dept. of system Engineering Nagoya Intitute of Technology

関連論文

• THE OUTPUT RATE OF A PARALLEL QUEUEING MODEL WITH OVERLAPPING PROCESSING TIME
• DYNAMICALLY OPTIMAL REPLACEMENT POLICY FOR A SHOCK MODEL IN A MARKOV RANDOM ENVIRONMENT

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