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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. Gan, Shuyuan & Hu, Hengheng & Coit, David W., 2023. "Maintenance optimization considering the mutual dependence of the environment and system with decreasing effects of imperfect maintenance," Reliability Engineering and System Safety, Elsevier, vol. 235(C).
    4. 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).
    5. de Jonge, Bram & Scarf, Philip A., 2020. "A review on maintenance optimization," European Journal of Operational Research, Elsevier, vol. 285(3), pages 805-824.
    6. 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.
    7. 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).
    8. 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.
    9. Sun, Tianqi & Vatn, Jørn, 2024. "A phase-type maintenance model considering condition-based inspections and maintenance delays," Reliability Engineering and System Safety, Elsevier, vol. 243(C).

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