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Structured maintenance policies on interior sample paths
Authors:Lisa M Maillart  Ludmila Zheltova
Institution:1. Department of Industrial Engineering, University of Pittsburgh, Pittsburgh, PennsylvaniaDepartment of Industrial Engineering, University of Pittsburgh, Pittsburgh, Pennsylvania;2. Department of Operations, Weatherhead School of Management, Case Western Reserve University, Cleveland, Ohio
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
Keywords:reliability and quality  stochastic process  optimization
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