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Discretizing continuous-time continuous-state deterioration processes, with an application to condition-based maintenance optimization

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  • de Jonge, Bram

Abstract

We present an approach for discretizing stationary continuous-time continuous-state non-decreasing deterioration processes. This results in a discrete-time Markov chain that is represented by its transition probability matrix. Based on this approach, the easier specification of the more realistic continuous-time continuous-state models can be combined with the better analytical tractability of the discrete-time discrete-state models. We consider the gamma deterioration process as a special case and use the discretization approach combined with matrix algebra to optimize condition-based maintenance for a continuously monitored single-unit system.

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  • de Jonge, Bram, 2019. "Discretizing continuous-time continuous-state deterioration processes, with an application to condition-based maintenance optimization," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 1-5.
    • Handle: RePEc:eee:reensy:v:188:y:2019:i:c:p:1-5
    DOI: 10.1016/j.ress.2019.03.006
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    Cited by:

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    3. Havinga, Maik J.A. & de Jonge, Bram, 2020. "Condition-based maintenance in the cyclic patrolling repairman problem," International Journal of Production Economics, Elsevier, vol. 222(C).
    4. de Jonge, Bram & Scarf, Philip A., 2020. "A review on maintenance optimization," European Journal of Operational Research, Elsevier, vol. 285(3), pages 805-824.
    5. Shuyuan Gan & Bolun Wang & Zhifang Song, 2021. "A Combined Maintenance Strategy Considering Spares, Buffer, and Quality," Journal of Risk and Reliability, , vol. 235(3), pages 431-445, June.
    6. Liu, Qiannan & Ma, Lin & Wang, Naichao & Chen, Ankang & Jiang, Qihang, 2022. "A condition-based maintenance model considering multiple maintenance effects on the dependent failure processes," Reliability Engineering and System Safety, Elsevier, vol. 220(C).
    7. Cai, Yue & Teunter, Ruud H. & de Jonge, Bram, 2023. "A data-driven approach for condition-based maintenance optimization," European Journal of Operational Research, Elsevier, vol. 311(2), pages 730-738.

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