Application of Markov renewal theory and semi-Markov decision processes in maintenance modeling and optimization of multi-unit systems

In this paper, a condition-based maintenance model for a multi-unit production system is proposed and analyzed using Markov renewal theory. The units of the system are subject to gradual deterioration, and the gradual deterioration process of each unit is described by a three-state continuous time homogeneous Markov chain with two working states and a failure state. The production rate of the system is influenced by the deterioration process and the demand is constant. The states of the units are observable through regular inspections and the decision to perform maintenance depends on the number of units in each state. The objective is to obtain the steady-state characteristics and the formula for the long-run average cost for the controlled system. The optimal policy is obtained using a dynamic programming algorithm. The result is validated using a semi-Markov decision process formulation and the policy iteration algorithm. Moreover, an analytical expression is obtained for the calculation of the mean time to initiate maintenance using the first passage time theory.     

存在工作历程产品的加速寿命试验统计分析

加速寿命试验(ALT)可在较短时间内获得产品的寿命及可靠性信息.利用ALT对产品的剩余寿命进行评估时,常常将已工作过的产品进行抽样并投入试验,在这一类样本的ALT数据统计分析时如何处理初始工作时间,成为ALT应用中的一个重要问题.工程实际中评估此类样本的剩余寿命时常常忽略初始工作时间,将其视为"用后如新"或"无记忆性"产品.但此假设必须以产品寿命服从指数分布为前提,而大部分机电产品的寿命服从Weibull分布,因而该方法在应用时必然会产生较大误差.针对这一问题提出了一种新的基于时间折算的ALT数据统计分析方法,并利用Monte Carlo仿真对其估计特性进行对比研究,结果表明此方法能有效评估存在初始工作历程产品的剩余寿命,估计精度优于原方法.     

Mean residual life of coherent systems consisting of multiple types of dependent components

Mean residual life is a useful dynamic characteristic to study reliability of a system. It has been widely considered in the literature not only for single unit systems but also for coherent systems. This article is concerned with the study of mean residual life for a coherent system that consists of multiple types of dependent components. In particular, the survival signature based generalized mixture representation is obtained for the survival function of a coherent system and it is used to evaluate the mean residual life function. Furthermore, two mean residual life functions under different conditional events on components’ lifetimes are also defined and studied.     

Properties of a mean residual life function arising from renewal theory

The present article discusses the properties of the mean residual life function in a renewal process. We examine the relationship this function has with the failure rate function and the conventional mean, variance and coefficient of variation of residual life. We also discuss some monotonicity properties of the mean residual life function. A partial order based on the renewal mean residual function is introduced along with its interrelationship with some existing stochastic orders. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

导航装备寿命周期费用分析

费用在高科技装备中的地位越来越重要.运用寿命周期费用理论对导航装备进行分析,通过实例得到某型导航装备的经济寿命,所得结论对部队的导航装备管理具有一定的参考价值.     

A partial characterization of the optimal ordering/rationing policy for a periodic review system with two demand classes and backordering

We consider a finite horizon periodic review, single product inventory system with a fixed setup cost and two stochastic demand classes that differ in their backordering costs. In each period, one must decide whether and how much to order, and how much demand of the lower class should be satisfied. We show that the optimal ordering policy can be characterized as a state dependent (s,S) policy, and the rationing structure is partially obtained based on the subconvexity of the cost function. We then propose a simple heuristic rationing policy, which is easy to implement and close to optimal for intensive numerical examples. We further study the case when the first demand class is deterministic and must be satisfied immediately. We show the optimality of the state dependent (s,S) ordering policy, and obtain additional rationing structural properties. Based on these properties, the optimal ordering and rationing policy for any state can be generated by finding the optimal policy of only a finite set of states, and for each state in this set, the optimal policy is obtained simply by choosing a policy from at most two alternatives. An efficient algorithm is then proposed. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

基于全寿命周期的舰船喷水推进装置综合保障技术研究

针对舰船喷水推进装置的保障需求，介绍了喷水推进装置的基本组成、技术特点，引入环境特征，使用特征因素，研究喷水推进装置从交装到服役期满的全寿命服役周期的综合保障技术，提出针对喷水推进装置在不同状态、不同时期的保障策略，建立喷水推进装置保障能力体系。     

基于改进协同遗传算法的有效载荷系统功能序列规划方法

针对传统回溯算法在求解基于知识模型的有效载荷系统功能序列规划问题中搜索效率低的问题,提出一种基于"择劣变异"(Worst Individual Mutation,WIM)策略的协同遗传算法(Co-evolutionary Genetic Algorithm,CGA)的改进算法WIM-CGA。该算法在遗传过程中采用双路线进化方案,即"择优实施标准遗传过程,择劣实施变异操作",达到提高求解精确度及搜索效率的目的。仿真结果表明,同等测试条件下,当功能规模为50,约束密度为1.0时,WIM-CGA算法在限定时间内最优解的平均精确度比优化的回溯算法提高了54.15%,比CGA算法提高了6.18%,且当所得解的精确度大于90%时,WIM-CGA算法比CGA算法的迭代次数减少了65.79%,耗时降低了48.97%,显著提高了功能序列规划的效率。     

适用于北斗混合星座的相对定位随机模型建模策略

为提高模糊度解算成功率和基线解精度,提出适用于北斗的相对定位随机模型建模策略,即混合随机建模策略。采用最小二乘方差分量估计方法对北斗单差观测量方差进行估计。对处于不同高度的三轨道卫星观测量方差分别建模:对地球静止轨道卫星观测量方差采用载噪比模型建模,对倾斜地球同步轨道卫星和中地球轨道卫星观测量方差均采用仰角模型建模。根据不同模型实时组建观测量的随机模型。试验结果表明:相比于采用传统简化模型和单一的仰角或载噪比模型,混合随机模型能更加真实地反映不同卫星观测量的随机噪声特性,模糊度解算成功率和相对定位精度均有提高,总体性能最优,因而能更好地适用于北斗系统。     

Technical note: Finite-time regret analysis of Kiefer-Wolfowitz stochastic approximation algorithm and nonparametric multi-product dynamic pricing with unknown demand

We consider the problem of nonparametric multi-product dynamic pricing with unknown demand and show that the problem may be formulated as an online model-free stochastic program, which can be solved by the classical Kiefer-Wolfowitz stochastic approximation (KWSA) algorithm. We prove that the expected cumulative regret of the KWSA algorithm is bounded above by where κ₁, κ₂ are positive constants and T is the number of periods for any T = 1, 2, … . Therefore, the regret of the KWSA algorithm grows in the order of , which achieves the lower bounds known for parametric dynamic pricing problems and shows that the nonparametric problems are not necessarily more difficult to solve than the parametric ones. Numerical experiments further demonstrate the effectiveness and efficiency of our proposed KW pricing policy by comparing with some pricing policies in the literature.