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A non-Markov model for the optimum replacement of self-repairing systems subject to shocks

Published online by Cambridge University Press:  14 July 2016

A. Rangan  and
R. Esther Grace
A. Rangan*
Affiliation:
IIT Madras
R. Esther Grace*
Affiliation:
IIT Madras
*
∗ Postal address: Department of Mathematics, Indian Institute of Technology, Madras 600 036, India.
∗ Postal address: Department of Mathematics, Indian Institute of Technology, Madras 600 036, India.
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Abstract

A system is subject to shocks; each shock at time t increases the cumulative damage λ (t) by a constant amount, while the system is subject to repair in between the shocks which brings down λ (t) at a constant rate. The shock arrival process is an inhomogeneous Poisson process with intensity function λ (t) and each shock weakens the system making it more expensive to run. The long-run expected cost per unit time of running the system is obtained as well as the variance of the cost which are used to get optimal times of replacement of the system.

Keywords

NON-HOMOGENEOUS POISSON PROCESSCUMULATIVE DAMAGEPRODUCT DENSITIESOPTIMAL PERIODIC REPLACEMENTS

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 25 , Issue 2 , June 1988 , pp. 375 - 382
Copyright
Copyright © Applied Probability Trust 1988 

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