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A Monotone Process Maintenance Model for a Multistate System

Part of:Special processesOperations research and management science

Published online by Cambridge University Press:  14 July 2016

Lam Yeh
Lam Yeh*
Affiliation:
Northeastern University at Qinhuangdao and University of Hong Kong
*
∗ Postal address: Department of Statistics and Actuarial Science, University of Hong Kong, Pokfulam Road, Hong Kong. Email address: ylam@hkustasc.hku.hk
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Abstract

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In this paper, we study a monotone process maintenance model for a multistate system with k working states and ℓ failure states. By making different assumptions, we can apply the model to a multistate deteriorating system as well as to a multistate improving system. We show that the monotone process model for a multistate system is equivalent to a geometric process model for a two-state system. Then, for both the deteriorating and the improving system, we analytically determine an optimal replacement policy for minimizing the long-run average cost per unit time.

Keywords

Geometric processreplacement policy Nharmonic meanrenewal reward process

MSC classification

Secondary:90B25: Reliability, availability, maintenance, inspection60K10: Applications (reliability, demand theory, etc.)

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 42 , Issue 1 , March 2005, pp. 1 - 14
Copyright
© Applied Probability Trust 2005 

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