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Structured maintenance policies on interior sample paths

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  • Lisa M. Maillart
  • Ludmila Zheltova

Abstract

We examine the problem of adaptively scheduling perfect observations and preventive replacements for a multi‐state, Markovian deterioration system with silent failures such that total expected discounted cost is minimized. We model this problem as a partially observed Markov decision process and show that the structural properties of the optimal policy hold for certain non‐extreme sample paths. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007

Suggested Citation

  • 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.
    • Handle: RePEc:wly:navres:v:54:y:2007:i:6:p:645-655
    DOI: 10.1002/nav.20236
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    References listed on IDEAS

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    1. Donald Rosenfield, 1976. "Markovian Deterioration with Uncertain Information," Operations Research, INFORMS, vol. 24(1), pages 141-155, February.
    2. Sheldon M. Ross, 1971. "Quality Control under Markovian Deterioration," Management Science, INFORMS, vol. 17(9), pages 587-596, May.
    3. 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.
    4. Ohnishi, Masamitsu & Kawai, Hajime & Mine, Hisashi, 1986. "An optimal inspection and replacement policy under incomplete state information," European Journal of Operational Research, Elsevier, vol. 27(1), pages 117-128, October.
    5. William S. Lovejoy, 1987. "Some Monotonicity Results for Partially Observed Markov Decision Processes," Operations Research, INFORMS, vol. 35(5), pages 736-743, October.
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    Cited by:

    1. 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.
    2. John A. Flory & Jeffrey P. Kharoufeh & David T. Abdul‐Malak, 2015. "Optimal replacement of continuously degrading systems in partially observed environments," Naval Research Logistics (NRL), John Wiley & Sons, vol. 62(5), pages 395-415, August.
    3. 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.
    4. 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.
    5. Jue Wang & Chi-Guhn Lee, 2015. "Multistate Bayesian Control Chart Over a Finite Horizon," Operations Research, INFORMS, vol. 63(4), pages 949-964, August.

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