Analysis of a POMDP Model for an Optimal Maintenance Problem with Multiple Imperfect Repairs  

作　　者：Nobuyuki Tamura Nobuyuki Tamura(Department of Industrial and Systems Engineering, Hosei University, Tokyo, Japan)

机构地区：[1]Department of Industrial and Systems Engineering, Hosei University, Tokyo, Japan

出　　处：《American Journal of Operations Research》2023年第6期133-146,共14页美国运筹学期刊（英文）

摘　　要：I consider a system whose deterioration follows a discrete-time and discrete-state Markov chain with an absorbing state. When the system is put into practice, I may select operation (wait), imperfect repair, or replacement at each discrete-time point. The true state of the system is not known when it is operated. Instead, the system is monitored after operation and some incomplete information concerned with the deterioration is obtained for decision making. Since there are multiple imperfect repairs, I can select one option from them when the imperfect repair is preferable to operation and replacement. To express this situation, I propose a POMDP model and theoretically investigate the structure of an optimal maintenance policy minimizing a total expected discounted cost for an unbounded horizon. Then two stochastic orders are used for the analysis of our problem.I consider a system whose deterioration follows a discrete-time and discrete-state Markov chain with an absorbing state. When the system is put into practice, I may select operation (wait), imperfect repair, or replacement at each discrete-time point. The true state of the system is not known when it is operated. Instead, the system is monitored after operation and some incomplete information concerned with the deterioration is obtained for decision making. Since there are multiple imperfect repairs, I can select one option from them when the imperfect repair is preferable to operation and replacement. To express this situation, I propose a POMDP model and theoretically investigate the structure of an optimal maintenance policy minimizing a total expected discounted cost for an unbounded horizon. Then two stochastic orders are used for the analysis of our problem.

关 键 词：Partially Observable Markov Decision Process Imperfect Repair Stochastic Order Monotone Property Optimal Maintenance Policy 

分 类 号：O17[理学—数学]