Monotone optimal preventive maintenance policies for stochastically failing equipment

This paper examines various models for maintenance of a machine operating subject to stochastic deterioration. Three alternative models are presented for the deterioration process. For each model, in addition to the replacement decision, the option exists of performing preventive maintenance. The effect of this maintenance is to “slow” the deterioration process. With an appropriate reward structure imposed on the processes, the models are formulated as continuous time Markov decision processes. the optimality criterion being the maximization of expected discounted reward earned over an infinite time horizon. For each model conditions are presented under which the optimal maintenance policy exhibits the following monotonic structure. First, there exists a control limit rule for replacement. That is, there exists a number i* such that if the state of machine deterioration exceeds i* the optimal policy replaces the machine by a new machine. Secondly, prior to replacement the optimal level of preventive maintenance is a nonincreasing function of the state of machine deterioration. The conditions which guarantee this result have a cost/benefit interpretation.     

Optimal maintenance policies for constantly monitored systems

A multistate system is assumed to be constantly monitored; i.e., the state of the system is always known with certainty. Damage to the system accumulates via a continuous-time Markov process. A model of the system including restoration costs and state occupation costs is developed. It is shown that under certain conditions the optimal restoration policy for the system is a control limit rule. A control limit rule is a policy which requires restoration of the system whenever the damage exceeds a certain level. Examples are presented to show that there are several situations in which, perhaps surprisingly, control limit rules are not optimal.     

Integrated production scheduling and preventive maintenance planning for a single machine under a cumulative damage failure process

This paper finds the optimal integrated production schedule and preventive maintenance plan for a single machine exposed under a cumulative damage process, and investigates how the optimal preventive maintenance plan interacts with the optimal production schedule. The goal is to minimize the total tardiness. The optimal policy possesses the following properties: Under arbitrary maintenance plan when jobs have common processing time, and different due dates, the optimal production schedule is to order the jobs by earliest due date first rule; and when jobs have common due date and different processing times, the optimal production schedule is shortest processing time first. The optimal maintenance plan is of control limit type under any arbitrary production schedule when machine is exposed under a cumulative damage failure process. Numerical studies on the optimal maintenance control limit of the maintenance plan indicate that as the number of jobs to be scheduled increases, the effect of jobs due dates on the optimal maintenance control limit diminishes. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Optimal selection with alternative information

This article examines the problem of optimally selecting from several unknown rewards when there are given alternative, costly sources of information. The optimal rule, indicating the information to be purchased and the reward to be selected, is specified as a function of the decision maker's prior probabilities regarding the value of each alternative. The rule is surprisingly complex, balancing prior beliefs, the “informativeness” of the relevant information system, and the cost of acquiring information.     

Minimizing the false alarm rate in systems with transient abnormality

We consider a stochastic partially observable system that can switch between a normal state and a transient abnormal state before entering a persistent abnormal state. Only the persistent abnormal state requires alarms. The transient and persistent abnormal states may be similar in appearance, which can result in excess false alarms. We propose a partially observable Markov decision process model to minimize the false alarm rate, subject to a given upper bound on the expected alarm delay time. The cost parameter is treated as the Lagrange multiplier, which can be estimated from the bound of the alarm delay. We show that the optimal policy has a control‐limit structure on the probability of persistent abnormality, and derive closed‐form bounds for the control limit and present an algorithm to specify the Lagrange multiplier. We also study a specialized model where the transient and persistent abnormal states have the same observation distribution, in which case an intuitive “watchful‐waiting” policy is optimal. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 320–334, 2016     

新型小规模装备备件品种确定的犹豫模糊粗糙集决策方法

针对新研装备备件品种确定过程中决策信息“犹豫性”和“模糊性”特点突出、难以运用传统备件品种确定方法进行决策的问题,提出一种基于犹豫模糊粗糙集的备件品种确定方法。利用风险偏好系数对不完备犹豫模糊信息进行数值延拓,为构建不同风险偏好下备件品种确定的犹豫模糊决策信息系统奠定了基础；考虑得分函数和数值延拓边界的综合因素影响给出了改进的包含度计算公式,并基于包含度定义进行了证明；给出了基于改进包含度计算的备件品种决策属性的约简条件和规则获取方法,实现了犹豫模糊决策信息的深度挖掘和有效利用。以某新研装备备件品种确定为例进行了方法验证,研究结果表明：通过该法能够有效处理犹豫模糊决策信息,获取精简实用的备件品种决策规则集,验证了方法的可行性。     

A two-machine repair model with variable repair rate

A two-unit cold standby production system with one repairman is considered. After inspection of a failed unit the repairman chooses either a slow or a fast repair rate to carry out the corresponding amount of work. At system breakdown the repairman has an additional opportunity to switch to the fast rate. If there are no fixed costs associated with system breakdowns, then the policy which minimizes longrun average costs is shown to be a two-dimensional control limit rule. If fixed costs are incurred every time the system breaks down, then the optimal policy is not necessarily of control limit type. This is illustrated by a counterexample. Furthermore, we present several performance measures for this maintenance system controlled by a two-dimensional control limit rule. © 1993 John Wiley & Sons, Inc.     

Markov decision processes with restricted observations: Finite horizon case

In this article we consider a Markov decision process subject to the constraints that result from some observability restrictions. We assume that the state of the Markov process under consideration is unobservable. The states are grouped so that the group that a state belongs to is observable. So, we want to find an optimal decision rule depending on the observable groups instead of the states. This means that the same decision applies to all the states in the same group. We prove that a deterministic optimal policy exists for the finite horizon. An algorithm is developed to compute policies minimizing the total expected discounted cost over a finite horizon. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44 : 439–456, 1997     

基于双向启发式属性约简的战术决策建模研究

从预警机指挥引导的多机协同空战原则分析出发,针对超视距协同空战决策过程中的不确定性和不完备性问题,提出了一种不完备信息系统中的基于双向启发式属性约简的战术粗决策建模方法。首先考虑粗糙集决策过程中条件属性发生缺失或不确定的情况,根据扩展不完备信息概念建立了不完备决策信息系统的最优完备选择;其次基于分辨矩阵的属性约简算法,以属性频度的大小作为启发信息进行决策信息系统约简的双向选择,得出决策信息系统的最佳约简集合;然后依据使决策最有可能发生的原则,给出决策信息系统的最优选择,以该最优选择为代表提取出决策规则;最后根据软、硬杀伤结合使用的CGF实体超视距协同空战作战想定,建立了CGF实体综合战术决策模型,并通过作战决策实例对该方法的正确性和有效性进行了验证。结果表明：该方法能在作战态势信息不完备的情况下正确给出CGF实体综合战术行为。     

Suboptimal decision rule for attacking targets of opportunity

A player having only a definite number of weapons is hunting targets. His total hunting time is also limited. Targets of opportunity with various values arrive at random, and as soon as a target arrives the player observes the target value and decides whether or not to shoot it down. The issue is what the decision rule is which guarantees him a maximum expected gain during the hunting time. Poisson arrival of the targets, uniform distribution of the target value, and the shoot-look-shoot scheme qre assumed. A decision rule is derived which is not optimal but has a very simple form and gives almost as good value as the optimal decision rule does.     

Production to order and off‐line inspection when the production process is partially observable

This study combines inspection and lot‐sizing decisions. The issue is whether to INSPECT another unit or PRODUCE a new lot. A unit produced is either conforming or defective. Demand need to be satisfied in full, by conforming units only. The production process may switch from a “good” state to a “bad” state, at constant rate. The proportion of conforming units in the good state is higher than in the bad state. The true state is unobservable and can only be inferred from the quality of units inspected. We thus update, after each inspection, the probability that the unit, next candidate for inspection, was produced while the production process was in the good state. That “good‐state‐probability” is the basis for our decision to INSPECT or PRODUCE. We prove that the optimal policy has a simple form: INSPECT only if the good‐state‐probability exceeds a control limit. We provide a methodology to calculate the optimal lot size and the expected costs associated with INSPECT and PRODUCE. Surprisingly, we find that the control limit, as a function of the demand (and other problem parameters) is not necessarily monotone. Also, counter to intuition, it is possible that the optimal action is PRODUCE, after revealing a conforming unit. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Selection of the optimal setup policy

A model is developed taking into consideration all the costs (namely cost of sampling, cost of not detecting a change in the process, cost of a false indication of change, and the cost of readjusting detected changes) incurred when a production process, using an unscheduled setup policy, utilizes fraction-defective control charts to control current production. The model is based on the concept of the expected time between detection of changes calling for setups. It is shown that the combination of unscheduled setups and control charts can be utilized in an optimal way if those combinations of sample size, sampling interval, and extent of control limits from process average are used that provide the minimum expected total cost per unit of time. The costs of a production process that uses unscheduled setups in conjunction with the appropriate optimal control charts are compared to the costs of a production process that uses scheduled setups at optimum intervals in conjunction with its appropriate control charts. This comparison indicates the criteria for selecting production processes with scheduled setups using optimal setup intervals over unscheduled setups. Suggestions are made to evaluate the optimal process setup strategy and the accompanying optimal decision parameters, for any specific cost data, by use of computer enumeration. A numerical example for assumed cost and process data is provided.     

基于模糊融合的目标检测算法研究

针对经典决策层融合检测过程中本地“硬”判决导致的信息损失问题 ,利用模糊子集理论 ,提出了一种基于模糊“软”判决的融合检测方法。理论分析与仿真实验表明 ,该方法优于传统的“K秩”方法 ,ROC雷达工作曲线接近理论最优曲线。     

Optimal control of a production process subject to AOQL constraint

A production process which exhibits a decreasing pattern in the mean quality during the course of production is considered. A lower limit is specified for the quality characteristic of interest, and an item is classified as defective if its quality characteristic is below this lower limit. The major concern of the manufacturer is the average outgoing quality (AOQ). Hence, the process has to be adjusted after a time to avoid producing a large proportion of defective items due to deteriorating quality. To meet consumer specifications, an average outgoing quality limit (AOQL) is specified. A process-control scheme is developed in which decisions as to the upper and lower limit of the process mean are made based upon the choice of an AOQL. We discuss the decision problem of selecting the starting level of the process mean, and the level at which the process mean should be adjusted back to the starting level, so that the AOQ is not larger than AOQL. We consider a cost model which includes a fixed cost for adjustment, and a production cost which is assumed to be a function of the quality level. Due to the complexity of the model, a search procedure is used to find the optimal solution. In addition, an approximate solution which requires only simple calculations is developed, and is shown to be very effective in finding near-optimal solutions.     

Optimal and suboptimal procedures in group sequential sampling

This paper investigates the problem of choosing between two simple hypothesis, H₀ and H₁, in terms of independent, identically distributed random variables, when observations can be taken in groups. At any stage in the decision process it must be decided whether to stop and take action now or to continue, in which case the size of the next group of observations must be decided upon. The problem is to find an optimal procedure incorporating a stopping, group size (batch) and terminal action rule. It is proven, in general, that the optimal stopping and terminal action rule is of the sequential probability ratio type (SPRT). Fixed stopping rules of the SPRT type are studied and an iterative procedure of the policy improvement type, both with and without a value determination step, is developed. It is shown, for the general situation, that both the average risk and scheduling rule converge to the optima. Also, six suboptimal scheduling rules are considered with respect to the average risks they achieve. Numerical results are presented to illustrate the effectiveness of the procedures.     

Optimal stopping in software testing

In this paper we address the problem of how to decide when to terminate the testing/modification process and to release the software during the development phase. We present a Bayesian decision theoretic approach by formulating the optimal release problem as a sequential decision problem. By using a non‐Gaussian Kalman filter type model, proposed by Chen and Singpurwalla (1994), to track software reliability, we are able to obtain tractable expressions for inference and determine a one‐stage look ahead stopping rule under reasonable conditions and a class of loss functions. © 2002 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

The effect of process adjustment error on X̄ chart design

The existing literature on economic design of X̄ process control charts generally assumes perfect process adjustment, such that the process mean is returned to an exactly centered “in control” state following any real or false alarm control chart signal. This paper presents a model which demonstrates the effects of imperfect process adjustment on the economically designed control chart parameters. The model demonstrates that the optimal control limit width depends fundamentally on the precision with which the process can be adjusted. The greater the process adjustment error, all else constant, the wider will be the optimal control limits, in order to alleviate the potential for process overcontrol and tampering effects. By endogenously modeling these effects, the new model helps to rectify the problem of poor statistical properties for which the economic design approach has been criticized. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 597–612, 1999     

油料装备智能维修决策系统研究

在分析油料装备维修管理特点的基础上,提出油料装备智能维修决策系统体系结构,论述模型库与知识库的构建方法,描述维修推理机工作原理。针对油料装备故障诊断信息具有模糊性的特点,建立油料装备故障智能模糊诊断模型,论述故障诊断模糊规则、模糊推理步骤、模糊算子定义及其推理方式。对维修策略决策的主要影响因素进行分析,以使油料装备稳定性及经济性、维修周期达到最佳为维修策略目标,构建油料装备维修策略模型,论述维修策略原则和模型工作流程。油料装备智能维修决策系统的研究,对提高油料装备维修科学化和智能化水平,加强油料装备保障力度具有重要意义。     

Optimal joint preventive maintenance and production policies

We study joint preventive maintenance (PM) and production policies for an unreliable production‐inventory system in which maintenance/repair times are non‐negligible and stochastic. A joint policy decides (a) whether or not to perform PM and (b) if PM is not performed, then how much to produce. We consider a discrete‐time system, formulating the problem as a Markov decision process (MDP) model. The focus of the work is on the structural properties of optimal joint policies, given the system state comprised of the system's age and the inventory level. Although our analysis indicates that the structure of optimal joint policies is very complex in general, we are able to characterize several properties regarding PM and production, including optimal production/maintenance actions under backlogging and high inventory levels, and conditions under which the PM portion of the joint policy has a control‐limit structure. In further special cases, such as when PM set‐up costs are negligible compared to PM times, we are able to establish some additional structural properties. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

舰载反潜直升机吊放声纳区域反潜策略建模

为提高舰载反潜直升机吊放声纳区域反潜搜索作战效能,对舰载反潜直升机吊放声纳区域反潜搜索策略问题进行了建模。根据潜艇目标位置信息的不确定性,研究了潜艇目标位置信息的概率分布函数,采用Markov状态转移概率矩阵描述了潜艇目标位置信息变化的方法。其次,给出了基于贝叶斯理论的潜艇目标信息概率分布函数更新公式。再次,推导了舰载反潜直升机吊放声纳区域反潜最优策略,给出了舰载直升机吊放声纳区域反潜搜索算法。最后给出了典型案例,验证了反潜搜索策略的有效性。研究成果可为舰载反潜直升机吊放声纳区域反潜提供决策依据。