IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-01006860.html
   My bibliography  Save this paper

Extension of dynamic programming models for management optimization from single structure to multi-structures level

Author

Listed:
  • Rafic Faddoul

    (ESIB - Ecole supérieure d'ingénieurs de Beyrouth - USJ - Université Saint-Joseph de Beyrouth)

  • Abdul-Hamid Soubra

    (TRUST - Contrôle de santé fiabilité et calcul des structures - GeM - Institut de Recherche en Génie Civil et Mécanique - UN UFR ST - Université de Nantes - UFR des Sciences et des Techniques - UN - Université de Nantes - ECN - École Centrale de Nantes - CNRS - Centre National de la Recherche Scientifique)

  • Wassim Raphael

    (ESIB - Ecole supérieure d'ingénieurs de Beyrouth - USJ - Université Saint-Joseph de Beyrouth)

  • Alaa Chateauneuf

    (LAMI - Laboratoire de Mécanique et Ingénieries - IFMA - Institut Français de Mécanique Avancée - UBP - Université Blaise Pascal - Clermont-Ferrand 2)

Abstract

The aim of this article is the management optimisation (inspection, maintenance and rehabilitation (IM&R)) of a group of structures. It is supposed that the optimisation is constrained by limited available budget at the beginning of each time period during the entire time horizon thus creating an economical dependence between the decisions related to each of the structures. A Lagrangian relaxation technique is used for the extension of existing dynamic programming methods from single structure to multi-structures level. The methodology is illustrated by using a Generalised Partially Observable Markov Decision Process having a decision tree composed of a sequence of two decisions at the beginning of each time period, namely an inspection decision followed by a maintenance action decision. A numerical example concerning the optimisation of IM&R of 16 different bridges is presented.

Suggested Citation

  • Rafic Faddoul & Abdul-Hamid Soubra & Wassim Raphael & Alaa Chateauneuf, 2013. "Extension of dynamic programming models for management optimization from single structure to multi-structures level," Post-Print hal-01006860, HAL.
    • Handle: RePEc:hal:journl:hal-01006860
    DOI: 10.1080/15732479.2011.557082
    Note: View the original document on HAL open archive server: https://hal.science/hal-01006860
    as

    Download full text from publisher

    File URL: https://hal.science/hal-01006860/document
    Download Restriction: no
    File URL: https://libkey.io/10.1080/15732479.2011.557082?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. Samer Madanat & Moshe Ben-Akiva, 1994. "Optimal Inspection and Repair Policies for Infrastructure Facilities," Transportation Science, INFORMS, vol. 28(1), pages 55-62, February.
    2. Marshall L. Fisher, 1981. "The Lagrangian Relaxation Method for Solving Integer Programming Problems," Management Science, INFORMS, vol. 27(1), pages 1-18, January.
    3. Hugh Everett, 1963. "Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources," Operations Research, INFORMS, vol. 11(3), pages 399-417, June.
    4. Rommert Dekker & Ralph Wildeman & Frank Duyn Schouten, 1997. "A review of multi-component maintenance models with economic dependence," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 45(3), pages 411-435, October.
    5. Madanat, S M & Park, Sejung & Kuhn, K D, 2006. "Adaptive Optimization and Systematic Probing of Infrastructure System Maintenance Policies under Model Uncertainty," University of California Transportation Center, Working Papers qt4fb7k5rc, University of California Transportation Center.
    6. 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.
    7. Kamal Golabi & Ram B. Kulkarni & George B. Way, 1982. "A Statewide Pavement Management System," Interfaces, INFORMS, vol. 12(6), pages 5-21, December.
    8. Nejat Karabakal & Jack R. Lohmann & James C. Bean, 1994. "Parallel Replacement under Capital Rationing Constraints," Management Science, INFORMS, vol. 40(3), pages 305-319, March.
    9. James E. Eckles, 1968. "Optimum Maintenance with Incomplete Information," Operations Research, INFORMS, vol. 16(5), pages 1058-1067, October.
    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. Bismut, Elizabeth & Straub, Daniel, 2021. "Optimal adaptive inspection and maintenance planning for deteriorating structural systems," Reliability Engineering and System Safety, Elsevier, vol. 215(C).
    2. Rafic Faddoul & Wassim Raphael & Abdul-Hamid Soubra & Alaa Chateauneuf, 2013. "Incorporating Bayesian networks in Markov Decision Processes," Post-Print hal-01006963, HAL.
    3. Faddoul, R. & Raphael, W. & Chateauneuf, A., 2018. "Maintenance optimization of series systems subject to reliability constraints," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 179-188.

    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. Faddoul, R. & Raphael, W. & Chateauneuf, A., 2018. "Maintenance optimization of series systems subject to reliability constraints," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 179-188.
    2. Durango-Cohen, Pablo L. & Madanat, Samer M., 2008. "Optimization of inspection and maintenance decisions for infrastructure facilities under performance model uncertainty: A quasi-Bayes approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 42(8), pages 1074-1085, October.
    3. Yingnan Yang & Hongming Xie, 2021. "Determination of Optimal MR&R Strategy and Inspection Intervals to Support Infrastructure Maintenance Decision Making," Sustainability, MDPI, vol. 13(5), pages 1-10, March.
    4. Lee, Jinwoo & Madanat, Samer, 2015. "A joint bottom-up solution methodology for system-level pavement rehabilitation and reconstruction," Transportation Research Part B: Methodological, Elsevier, vol. 78(C), pages 106-122.
    5. Seyedshohadaie, S. Reza & Damnjanovic, Ivan & Butenko, Sergiy, 2010. "Risk-based maintenance and rehabilitation decisions for transportation infrastructure networks," Transportation Research Part A: Policy and Practice, Elsevier, vol. 44(4), pages 236-248, May.
    6. Seites-Rundlett, William & Bashar, Mohammad Z. & Torres-Machi, Cristina & Corotis, Ross B., 2022. "Combined evidence model to enhance pavement condition prediction from highly uncertain sensor data," Reliability Engineering and System Safety, Elsevier, vol. 217(C).
    7. Kıvanç, İpek & Özgür-Ünlüakın, Demet & Bilgiç, Taner, 2022. "Maintenance policy analysis of the regenerative air heater system using factored POMDPs," Reliability Engineering and System Safety, Elsevier, vol. 219(C).
    8. Larsson, Torbjörn & Marklund, Johan & Olsson, Caroline & Patriksson, Michael, 2008. "Convergent Lagrangian heuristics for nonlinear minimum cost network flows," European Journal of Operational Research, Elsevier, vol. 189(2), pages 324-346, September.
    9. Lim, Seung-Kil & Kim, Yeong-Dae, 1998. "Capacity planning for phased implementation of flexible manufacturing systems under budget restrictions," European Journal of Operational Research, Elsevier, vol. 104(1), pages 175-186, January.
    10. Sathaye, Nakul & Madanat, Samer, 2011. "A bottom-up solution for the multi-facility optimal pavement resurfacing problem," Transportation Research Part B: Methodological, Elsevier, vol. 45(7), pages 1004-1017, August.
    11. Hao Zhang, 2010. "Partially Observable Markov Decision Processes: A Geometric Technique and Analysis," Operations Research, INFORMS, vol. 58(1), pages 214-228, February.
    12. Durango, Pablo L. & Madanat, Samer M., 2002. "Optimal maintenance and repair policies in infrastructure management under uncertain facility deterioration rates: an adaptive control approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 36(9), pages 763-778, November.
    13. Madanat, S M & Durango, Pablo L, 2001. "Optimal maintenance and repair policies in infrastructure management under uncertain facility deterioration rates: an adaptive control approach," University of California Transportation Center, Working Papers qt8jz8h9fw, University of California Transportation Center.
    14. Daniel Adelman & Adam J. Mersereau, 2008. "Relaxations of Weakly Coupled Stochastic Dynamic Programs," Operations Research, INFORMS, vol. 56(3), pages 712-727, June.
    15. Monique Guignard, 2003. "Lagrangean relaxation," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 11(2), pages 151-200, December.
    16. Zhang, Xueqing & Gao, Hui, 2012. "Road maintenance optimization through a discrete-time semi-Markov decision process," Reliability Engineering and System Safety, Elsevier, vol. 103(C), pages 110-119.
    17. Özgür-Ünlüakın, Demet & Bilgiç, Taner, 2017. "Performance analysis of an aggregation and disaggregation solution procedure to obtain a maintenance plan for a partially observable multi-component system," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 652-662.
    18. Papakonstantinou, K.G. & Shinozuka, M., 2014. "Planning structural inspection and maintenance policies via dynamic programming and Markov processes. Part I: Theory," Reliability Engineering and System Safety, Elsevier, vol. 130(C), pages 202-213.
    19. Yoon, Yourim & Kim, Yong-Hyuk & Moon, Byung-Ro, 2012. "A theoretical and empirical investigation on the Lagrangian capacities of the 0-1 multidimensional knapsack problem," European Journal of Operational Research, Elsevier, vol. 218(2), pages 366-376.
    20. Arts, Joachim, 2017. "A multi-item approach to repairable stocking and expediting in a fluctuating demand environment," European Journal of Operational Research, Elsevier, vol. 256(1), pages 102-115.

    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:hal:journl:hal-01006860. 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: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    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.