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A weak derivative approach to optimization of threshold parameters in a multicomponent maintenance system

Part of: Operations research and management science

Published online by Cambridge University Press:  14 July 2016

Bernd Heidergott
Bernd Heidergott*
Affiliation:
EURANDOM
*
∗ Postal address: EURANDOM, PO Box 513, 5600MB Eindhoven, The Netherlands. Email address: heidergott@eurandom.tue.nl
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Abstract

We consider a multicomponent maintenance system controlled by an age replacement policy: when one of the components fails, it is immediately replaced; all components older than a threshold age θ are preventively replaced. Costs are associated with each maintenance action, such as replacement after failure or preventive replacement. We derive a weak derivative estimator for the derivative of the cost performance with respect to θ. The technique is quite general and can be applied to many other threshold optimization problems in maintenance. The estimator is easy to implement and considerably increases the efficiency of a Robbins-Monro type of stochastic approximation algorithm. The paper is self-contained in the sense that it includes a proof of the correctness of the weak derivative estimation algorithm.

Keywords

maintenanceweak derivativesoptimizationsimulation

MSC classification

Primary: 90B25: Reliability, availability, maintenance, inspection
Secondary: 90C31: Sensitivity, stability, parametric optimization
Type
Research Papers
Information
Journal of Applied Probability , Volume 38 , Issue 2 , June 2001 , pp. 386 - 406
Copyright
Copyright © Applied Probability Trust 2001 

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