Optimization of Inspection and Maintenance Policy for Deteriorating System with Semi-Markov Decision Process
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摘要: 针对系统劣化阶段持续时间、检测间隔时间和维修时间都服从一般分布的情况, 提出了一类基于半马氏决策过程的劣化系统检测与维修优化模型. 利用位相型分布近似一般分布简化了求解过程, 并提出了相应的改进值迭代算法. 最后通过算例验证了模型与迭代算法的可行性.Abstract: The optimal model of inspection and maintenance for the deteriorating system is presented with the semi-Markov decision process. And the phase-type approach is proposed to preserve the analytical tractability of the transition probability matrix. To solve the problem that the PH distribution changes the state space of the system, the value iteration algorithm for the semi-Markov decision process is improved to get the optimal inspection and maintenance policy. Finally the numerical example is put forward to illustrate the implementation of the model and iteration algorithm.
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