Summary
The state of a system, which is subject to random failure, is described by a Markov process. Preventive replacements are possible at any stopping time. If the failure rate is not a monotone function, the optimal replacement policy that minimizes long run cost per unit time is in general no control limit rule. Conditions are given, under which the optimal policy can be determined.
Zusammenfassung
Der Zustand eines Systems werde bis zu seinem Ausfall durch einen Markov Prozeß beschrieben. Eine vorsorgliche Wartungserneuerung kann zu einer Stoppzeit durchgeführt werden. Ist die Ausfallrate nicht monoton, so wird die optimale Erneuerungsstrategie nach dem Durchschnittskostenprinzip i. a. keine “control limit rule” sein. Es werden Bedingungen angegeben, unter denen eine optimale Politik bestimmt werden kann.
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Jensen, U. Optimal replacement with non-monotone failure rates. OR Spektrum 6, 53–57 (1984). https://doi.org/10.1007/BF01721253
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DOI: https://doi.org/10.1007/BF01721253