IDEAS home Printed from https://ideas.repec.org/a/wly/navres/v49y2002i1p78-94.html
   My bibliography  Save this article

Stochastic allocation of inspection capacity to competitive processes

Author

Listed:
  • Wooseung Jang
  • J. George Shanthikumar

Abstract

Optimal allocation and control of limited inspection capacity for multiple production processes are considered. The production processes, which operate independently but share inspection capacity, are subject to random failures and are partially observed through inspection. This study proposes an approach of stochastic allocation, using a Markov decision process, to minimize expected total discounted cost over an infinite time horizon. Both an optimal model and a disaggregate approximation model are introduced. The study provides some structural results and establishes that the control policy is of a threshold type. Numerical experiments demonstrate a significantly decreased amount of computational time required for the disaggregate approach when compared to the optimal solution, while generating very good control policies. © 2002 John Wiley & Sons, Inc. Naval Research Logistics, 49: 78–94, 2002; DOI 10.1002/nav.1049

Suggested Citation

  • Wooseung Jang & J. George Shanthikumar, 2002. "Stochastic allocation of inspection capacity to competitive processes," Naval Research Logistics (NRL), John Wiley & Sons, vol. 49(1), pages 78-94, February.
    • Handle: RePEc:wly:navres:v:49:y:2002:i:1:p:78-94
    DOI: 10.1002/nav.1049
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/nav.1049
    Download Restriction: no
    File URL: https://libkey.io/10.1002/nav.1049?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
    ---><---

    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. 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.
    3. Donald Rosenfield, 1976. "Markovian Deterioration with Uncertain Information," Operations Research, INFORMS, vol. 24(1), pages 141-155, February.
    4. Richard M. Soland, 1971. "An Algorithm for Separable Nonconvex Programming Problems II: Nonconvex Constraints," Management Science, INFORMS, vol. 17(11), pages 759-773, July.
    5. James E. Falk & Richard M. Soland, 1969. "An Algorithm for Separable Nonconvex Programming Problems," Management Science, INFORMS, vol. 15(9), pages 550-569, May.
    6. David Assaf & J. George Shanthikumar, 1987. "Optimal Group Maintenance Policies with Continuous and Periodic Inspections," Management Science, INFORMS, vol. 33(11), pages 1440-1452, November.
    7. Richard M. Soland, 1974. "Optimal Facility Location with Concave Costs," Operations Research, INFORMS, vol. 22(2), pages 373-382, April.
    8. David D. Yao & Shaohui Zheng, 1999. "Sequential Inspection Under Capacity Constraints," Operations Research, INFORMS, vol. 47(3), pages 410-421, June.
    9. Sheldon M. Ross, 1971. "Quality Control under Markovian Deterioration," Management Science, INFORMS, vol. 17(9), pages 587-596, May.
    10. Donald Rosenfield, 1976. "Markovian Deterioration With Uncertain Information — A More General Model," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 23(3), pages 389-405, September.
    11. George E. Monahan, 1982. "State of the Art---A Survey of Partially Observable Markov Decision Processes: Theory, Models, and Algorithms," Management Science, INFORMS, vol. 28(1), pages 1-16, January.
    12. William S. Lovejoy, 1987. "Some Monotonicity Results for Partially Observed Markov Decision Processes," Operations Research, INFORMS, vol. 35(5), pages 736-743, October.
    Full references (including those not matched with items on IDEAS)

    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. Chiel van Oosterom & Lisa M. Maillart & Jeffrey P. Kharoufeh, 2017. "Optimal maintenance policies for a safety‐critical system and its deteriorating sensor," Naval Research Logistics (NRL), John Wiley & Sons, vol. 64(5), pages 399-417, August.
    2. Jue Wang & Chi-Guhn Lee, 2015. "Multistate Bayesian Control Chart Over a Finite Horizon," Operations Research, INFORMS, vol. 63(4), pages 949-964, August.
    3. Hao Zhang & Weihua Zhang, 2023. "Analytical Solution to a Partially Observable Machine Maintenance Problem with Obvious Failures," Management Science, INFORMS, vol. 69(7), pages 3993-4015, July.
    4. Lisa M. Maillart & Ludmila Zheltova, 2007. "Structured maintenance policies on interior sample paths," Naval Research Logistics (NRL), John Wiley & Sons, vol. 54(6), pages 645-655, September.
    5. Miehling, Erik & Teneketzis, Demosthenis, 2020. "Monotonicity properties for two-action partially observable Markov decision processes on partially ordered spaces," European Journal of Operational Research, Elsevier, vol. 282(3), pages 936-944.
    6. Stephen M. Gilbert & Hena M Bar, 1999. "The value of observing the condition of a deteriorating machine," Naval Research Logistics (NRL), John Wiley & Sons, vol. 46(7), pages 790-808, October.
    7. Junbo Son & Yeongin Kim & Shiyu Zhou, 2022. "Alerting patients via health information system considering trust-dependent patient adherence," Information Technology and Management, Springer, vol. 23(4), pages 245-269, December.
    8. Hao Zhang, 2010. "Partially Observable Markov Decision Processes: A Geometric Technique and Analysis," Operations Research, INFORMS, vol. 58(1), pages 214-228, February.
    9. Jue Wang, 2016. "Minimizing the false alarm rate in systems with transient abnormality," Naval Research Logistics (NRL), John Wiley & Sons, vol. 63(4), pages 320-334, June.
    10. Saghafian, Soroush, 2018. "Ambiguous partially observable Markov decision processes: Structural results and applications," Journal of Economic Theory, Elsevier, vol. 178(C), pages 1-35.
    11. Deep, Akash & Zhou, Shiyu & Veeramani, Dharmaraj & Chen, Yong, 2023. "Partially observable Markov decision process-based optimal maintenance planning with time-dependent observations," European Journal of Operational Research, Elsevier, vol. 311(2), pages 533-544.
    12. Sinha, Ankur & Das, Arka & Anand, Guneshwar & Jayaswal, Sachin, 2023. "A general purpose exact solution method for mixed integer concave minimization problems," European Journal of Operational Research, Elsevier, vol. 309(3), pages 977-992.
    13. Sarang Deo & Seyed Iravani & Tingting Jiang & Karen Smilowitz & Stephen Samuelson, 2013. "Improving Health Outcomes Through Better Capacity Allocation in a Community-Based Chronic Care Model," Operations Research, INFORMS, vol. 61(6), pages 1277-1294, December.
    14. Sinha, Ankur & Das, Arka & Anand, Guneshwar & Jayaswal, Sachin, 2021. "A General Purpose Exact Solution Method for Mixed Integer Concave Minimization Problems (revised as on 12/08/2021)," IIMA Working Papers WP 2021-03-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    15. Sinha, Ankur & Das, Arka & Anand, Guneshwar & Jayaswal, Sachin, 2021. "A General Purpose Exact Solution Method for Mixed Integer Concave Minimization Problems," IIMA Working Papers WP 2021-03-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    16. Jang, Wooseung & Shanthikumar, J. George, 2004. "Sequential process control under capacity constraints," European Journal of Operational Research, Elsevier, vol. 155(3), pages 695-714, June.
    17. Armando Z. Milioni & Stanley R. Pliska, 1988. "Optimal inspection under semi‐markovian deterioration: Basic results," Naval Research Logistics (NRL), John Wiley & Sons, vol. 35(5), pages 373-392, October.
    18. Chernonog, Tatyana & Avinadav, Tal, 2016. "A two-state partially observable Markov decision process with three actionsAuthor-Name: Ben-Zvi, Tal," European Journal of Operational Research, Elsevier, vol. 254(3), pages 957-967.
    19. Wallace J. Hopp & Sung‐Chi Wu, 1988. "Multiaction maintenance under markovian deterioration and incomplete state information," Naval Research Logistics (NRL), John Wiley & Sons, vol. 35(5), pages 447-462, October.
    20. Harold P. Benson & S. Selcuk Erenguc, 1990. "An algorithm for concave integer minimization over a polyhedron," Naval Research Logistics (NRL), John Wiley & Sons, vol. 37(4), pages 515-525, August.

    More about this item

    Statistics

    Access and download statistics

    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:wly:navres:v:49:y:2002:i:1:p:78-94. 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: Wiley Content Delivery (email available below). General contact details of provider: https://doi.org/10.1002/(ISSN)1520-6750 .

    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.