Article ID: | iaor19961550 |
Country: | Japan |
Volume: | 37 |
Issue: | 4 |
Start Page Number: | 255 |
End Page Number: | 270 |
Publication Date: | Dec 1994 |
Journal: | Journal of the Operations Research Society of Japan |
Authors: | Feng Wei, Adachi Kohicki, Kowada Masasi |
Keywords: | quality & reliability, programming: markov decision |
The authors consider a system existing in a random environment. The environment is described by a Markov process called Markov environment process (MEP). The system is subject to a sequence of randomly occurring shocks, and each shock causes a random amount of damage which accumulates additively. The shock arrival and shock magnitude are influenced by changes of the environment. The damage process is assumed to be a piecewise semi-Markov process which is constructed by the shock process and the environment process. The optimal maintenance-replacement problem for the system is examined. A control-limit rule dependent on the MEP is driven.