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Generalized Mathematical Programming for Optimal Replacement in a Semi-Markov Shock Model

Author

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  • Norihiro Mizuno

    (New York University, New York, New York)

Abstract

We analyze a semi-Markovian decision process for optimal replacement of a device in a shock model, using a generalized mathematical programming approach. By means of a simple proof, we obtain a weak sufficient condition for the existence of an optimal control-limit replacement policy. We also present a convergent algorithm to find an optimal replacement policy.

Suggested Citation

  • Norihiro Mizuno, 1986. "Generalized Mathematical Programming for Optimal Replacement in a Semi-Markov Shock Model," Operations Research, INFORMS, vol. 34(5), pages 790-795, October.
    • Handle: RePEc:inm:oropre:v:34:y:1986:i:5:p:790-795
    DOI: 10.1287/opre.34.5.790
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    Cited by:

    1. Barbera, Fran & Schneider, Helmut & Watson, Ed, 1999. "A condition based maintenance model for a two-unit series system," European Journal of Operational Research, Elsevier, vol. 116(2), pages 281-290, July.
    2. Ciriaco Valdez‐Flores & Richard M. Feldman, 1989. "A survey of preventive maintenance models for stochastically deteriorating single‐unit systems," Naval Research Logistics (NRL), John Wiley & Sons, vol. 36(4), pages 419-446, August.

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