IDEAS home Printed from https://ideas.repec.org/a/spr/annopr/v196y2012i1p333-34810.1007-s10479-011-1013-1.html
   My bibliography  Save this article

A Bayesian model and numerical algorithm for CBM availability maximization

Author

Listed:
  • Rui Jiang
  • Michael Kim
  • Viliam Makis

Abstract

In this paper, we consider an availability maximization problem for a partially observable system subject to random failure. System deterioration is described by a hidden, continuous-time homogeneous Markov process. While the system is operational, multivariate observations that are stochastically related to the system state are sampled through condition monitoring at discrete time points. The objective is to design an optimal multivariate Bayesian control chart that maximizes the long-run expected average availability per unit time. We have developed an efficient computational algorithm in the semi-Markov decision process (SMDP) framework and showed that the availability maximization problem is equivalent to solving a parameterized system of linear equations. A numerical example is presented to illustrate the effectiveness of our approach, and a comparison with the traditional age-based replacement policy is also provided. Copyright Springer Science+Business Media, LLC 2012

Suggested Citation

  • Rui Jiang & Michael Kim & Viliam Makis, 2012. "A Bayesian model and numerical algorithm for CBM availability maximization," Annals of Operations Research, Springer, vol. 196(1), pages 333-348, July.
    • Handle: RePEc:spr:annopr:v:196:y:2012:i:1:p:333-348:10.1007/s10479-011-1013-1
    DOI: 10.1007/s10479-011-1013-1
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10479-011-1013-1
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10479-011-1013-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Joel M. Calabrese, 1995. "Bayesian Process Control for Attributes," Management Science, INFORMS, vol. 41(4), pages 637-645, April.
    2. V. Makis & X. Jiang, 2003. "Optimal Replacement Under Partial Observations," Mathematics of Operations Research, INFORMS, vol. 28(2), pages 382-394, May.
    3. Wu, Jianmou & Makis, Viliam, 2008. "Economic and economic-statistical design of a chi-square chart for CBM," European Journal of Operational Research, Elsevier, vol. 188(2), pages 516-529, July.
    4. Sheu, Shey-Huei & Griffith, William S., 2002. "Extended block replacement policy with shock models and used items," European Journal of Operational Research, Elsevier, vol. 140(1), pages 50-60, July.
    5. Richard Barlow & Larry Hunter, 1960. "Optimum Preventive Maintenance Policies," Operations Research, INFORMS, vol. 8(1), pages 90-100, February.
    6. Christer, A. H. & Wang, W. & Sharp, J. M., 1997. "A state space condition monitoring model for furnace erosion prediction and replacement," European Journal of Operational Research, Elsevier, vol. 101(1), pages 1-14, August.
    7. Taylor, R. W., 1996. "A linear programming model to manage the maintenance backlog," Omega, Elsevier, vol. 24(2), pages 217-227, April.
    8. Sarkar, Jyotirmoy & Chaudhuri, Gopal, 1999. "Availability of a system with gamma life and exponential repair time under a perfect repair policy," Statistics & Probability Letters, Elsevier, vol. 43(2), pages 189-196, June.
    9. Chen, Dongyan & Trivedi, Kishor S., 2005. "Optimization for condition-based maintenance with semi-Markov decision process," Reliability Engineering and System Safety, Elsevier, vol. 90(1), pages 25-29.
    10. Serge Provost & Edmund Rudiuk, 1996. "The exact distribution of indefinite quadratic forms in noncentral normal vectors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(2), pages 381-394, June.
    11. Nenes, George & Tagaras, George, 2007. "The economically designed two-sided Bayesian control chart," European Journal of Operational Research, Elsevier, vol. 183(1), pages 263-277, November.
    12. Biswas, Atanu & Sarkar, Jyotirmoy, 2000. "Availability of a system maintained through several imperfect repairs before a replacement or a perfect repair," Statistics & Probability Letters, Elsevier, vol. 50(2), pages 105-114, November.
    13. Kim, Michael Jong & Makis, Viliam & Jiang, Rui, 2010. "Parameter estimation in a condition-based maintenance model," Statistics & Probability Letters, Elsevier, vol. 80(21-22), pages 1633-1639, November.
    14. Makis, Viliam, 2009. "Multivariate Bayesian process control for a finite production run," European Journal of Operational Research, Elsevier, vol. 194(3), pages 795-806, May.
    15. Bertolini, Massimo & Bevilacqua, Maurizio, 2006. "A combined goal programming—AHP approach to maintenance selection problem," Reliability Engineering and System Safety, Elsevier, vol. 91(7), pages 839-848.
    16. Viliam Makis, 2008. "Multivariate Bayesian Control Chart," Operations Research, INFORMS, vol. 56(2), pages 487-496, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Lirong Cui & Shijia Du & Aofu Zhang, 2014. "Reliability measures for two-part partition of states for aggregated Markov repairable systems," Annals of Operations Research, Springer, vol. 212(1), pages 93-114, January.
    2. Zhang, Nan & Cai, Kaiquan & Deng, Yingjun & Zhang, Jun, 2023. "Determining the optimal production–maintenance policy of a parallel production system with stochastically interacted yield and deterioration," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
    3. Reza Ahmadi, 2014. "Optimal maintenance scheduling for a complex manufacturing system subject to deterioration," Annals of Operations Research, Springer, vol. 217(1), pages 1-29, June.
    4. Naderkhani, Farnoosh & Makis, Viliam, 2016. "Economic design of multivariate Bayesian control chart with two sampling intervals," International Journal of Production Economics, Elsevier, vol. 174(C), pages 29-42.
    5. Zhang, Nan & Cai, Kaiquan & Deng, Yingjun & Zhang, Jun, 2024. "Joint optimization of condition-based maintenance and condition-based production of a single equipment considering random yield and maintenance delay," Reliability Engineering and System Safety, Elsevier, vol. 241(C).
    6. Nooshin Salari & Viliam Makis, 2020. "Joint maintenance and just-in-time spare parts provisioning policy for a multi-unit production system," Annals of Operations Research, Springer, vol. 287(1), pages 351-377, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kim, Michael Jong & Jiang, Rui & Makis, Viliam & Lee, Chi-Guhn, 2011. "Optimal Bayesian fault prediction scheme for a partially observable system subject to random failure," European Journal of Operational Research, Elsevier, vol. 214(2), pages 331-339, October.
    2. Tagaras, George, 2017. "New indices for the evaluation of the statistical properties of Bayesian x¯ control charts for short runsAuthor-Name: Nikolaidis, Yiannis," European Journal of Operational Research, Elsevier, vol. 259(1), pages 280-292.
    3. Wang, Wenbin, 2012. "A simulation-based multivariate Bayesian control chart for real time condition-based maintenance of complex systems," European Journal of Operational Research, Elsevier, vol. 218(3), pages 726-734.
    4. Jue Wang & Chi-Guhn Lee, 2015. "Multistate Bayesian Control Chart Over a Finite Horizon," Operations Research, INFORMS, vol. 63(4), pages 949-964, August.
    5. de Jonge, Bram & Teunter, Ruud & Tinga, Tiedo, 2017. "The influence of practical factors on the benefits of condition-based maintenance over time-based maintenance," Reliability Engineering and System Safety, Elsevier, vol. 158(C), pages 21-30.
    6. Insua, David Rios & Ruggeri, Fabrizio & Soyer, Refik & Wilson, Simon, 2020. "Advances in Bayesian decision making in reliability," European Journal of Operational Research, Elsevier, vol. 282(1), pages 1-18.
    7. Ming-Yi You & Guang Meng, 2012. "A modularized framework for predictive maintenance scheduling," Journal of Risk and Reliability, , vol. 226(4), pages 380-391, August.
    8. Panagiotidou, S. & Tagaras, G., 2012. "Optimal integrated process control and maintenance under general deterioration," Reliability Engineering and System Safety, Elsevier, vol. 104(C), pages 58-70.
    9. Michael Jong Kim & Viliam Makis, 2013. "Joint Optimization of Sampling and Control of Partially Observable Failing Systems," Operations Research, INFORMS, vol. 61(3), pages 777-790, June.
    10. Amir Ahmadi-Javid & Mohsen Ebadi, 2017. "Remarks on Bayesian Control Charts," Papers 1712.02860, arXiv.org, revised Dec 2017.
    11. Naderkhani, Farnoosh & Makis, Viliam, 2016. "Economic design of multivariate Bayesian control chart with two sampling intervals," International Journal of Production Economics, Elsevier, vol. 174(C), pages 29-42.
    12. Ho, Linda Lee & Trindade, Anderson Laécio Galindo, 2009. "Economic design of an X chart for short-run production," International Journal of Production Economics, Elsevier, vol. 120(2), pages 613-624, August.
    13. Amir Ahmadi-Javid & Mohsen Ebadi, 2017. "Economic Design of Memory-Type Control Charts: The Fallacy of the Formula Proposed by Lorenzen and Vance (1986)," Papers 1708.06160, arXiv.org.
    14. Huang, Kai & Mi, Jie, 2013. "Properties and computation of interval availability of system," Statistics & Probability Letters, Elsevier, vol. 83(5), pages 1388-1396.
    15. Makis, Viliam, 2009. "Multivariate Bayesian process control for a finite production run," European Journal of Operational Research, Elsevier, vol. 194(3), pages 795-806, May.
    16. Carr, Matthew J. & Wang, Wenbin, 2011. "An approximate algorithm for prognostic modelling using condition monitoring information," European Journal of Operational Research, Elsevier, vol. 211(1), pages 90-96, May.
    17. Duan, Chaoqun & Makis, Viliam & Deng, Chao, 2020. "A two-level Bayesian early fault detection for mechanical equipment subject to dependent failure modes," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
    18. de Jonge, Bram & Scarf, Philip A., 2020. "A review on maintenance optimization," European Journal of Operational Research, Elsevier, vol. 285(3), pages 805-824.
    19. Biswas, Atanu & Sarkar, Jyotirmoy, 2000. "Availability of a system maintained through several imperfect repairs before a replacement or a perfect repair," Statistics & Probability Letters, Elsevier, vol. 50(2), pages 105-114, November.
    20. Si, Xiao-Sheng & Chen, Mao-Yin & Wang, Wenbin & Hu, Chang-Hua & Zhou, Dong-Hua, 2013. "Specifying measurement errors for required lifetime estimation performance," European Journal of Operational Research, Elsevier, vol. 231(3), pages 631-644.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:196:y:2012:i:1:p:333-348:10.1007/s10479-011-1013-1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.