Optimal maintenance procedure for multi-state deteriorated system with incomplete monitoring

  • Jin, L. (Department of Informatics, The University of Electro-Communications) ;
  • Suzuki, K. (Department of Informatics, The University of Electro-Communications)
  • Published : 2010.12.31

Abstract

The optimal replacement problem was investigated for a multi-state deteriorated system for which the true internal state cannot be observed directly except when the system breaks down completely. The internal state was assumed to be monitored incompletely by a monitor that gives information related to the true state of the system. The problem was formulated as a partially observable Markov decision process. The optimal procedure was found to be a monotone procedure with respect to stochastic increasing ordering of the state probability vectors under some assumptions. Limiting the optimal procedure to a monotone procedure would greatly reduce the tremendous amount of calculation time required to find the optimal procedure.

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