| OPTIMAL REPLACEMENT FOR DISCRETE SHOCK MODELS |
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| 作者姓名： | CHENG Shixue People's University of China Beijing China |
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| 作者单位： | CHENG Shixue People's University of China，Beijing 100872，China |
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| 基金项目： | This work is supported by the National Natural Science Foundation of China. |
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| 摘 要： | A device is subject to damage. The damage occurs randomly in discrete timeaccording to an increasing homogeneous Markov chain, where the incremental damagecaused by a shock depends on the magnitude of the shock. The device has a threshold,and it fails once the damage level exceeds the threshold. Upon failure the device is replacedby a new and identical one and a cost is incurred. If the device is replaced before failure,a smaller cost is incurred. In this paper we study the problem of specifying a replacementrule which minimizes the long-run (expected) average cost per unit time. Under mildconditions we show that the optimal replacement policy exists and it possesses the controllimit property.
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OPTIMAL REPLACEMENT FOR DISCRETE SHOCK MODELS |
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| CHENG Shixue People''''s University of China,Beijing ,China.OPTIMAL REPLACEMENT FOR DISCRETE SHOCK MODELS[J].Journal of Systems Science and Complexity,1993(3). |
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| Authors: | CHENG Shixue People's University of China Beijing China |
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| Institution: | CHENG Shixue People's University of China,Beijing 100872,China |
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| Abstract: | A device is subject to damage. The damage occurs randomly in discrete time
according to an increasing homogeneous Markov chain, where the incremental damage
caused by a shock depends on the magnitude of the shock. The device has a threshold,
and it fails once the damage level exceeds the threshold. Upon failure the device is replaced
by a new and identical one and a cost is incurred. If the device is replaced before failure,
a smaller cost is incurred. In this paper we study the problem of specifying a replacement
rule which minimizes the long-run (expected) average cost per unit time. Under mild
conditions we show that the optimal replacement policy exists and it possesses the control
limit property. |
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| Keywords: | Increasing homogeneous Markov chain first failure time Markovian replacement time average cost optimal replacement policy |
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