KMS Of Academy of mathematics and systems sciences, CAS
On the optimality of repair-cost-limit policies | |
Jiang, XY; Cheng, K; Makis, V | |
1998-12-01 | |
发表期刊 | JOURNAL OF APPLIED PROBABILITY |
ISSN | 0021-9002 |
卷号 | 35期号:4页码:936-949 |
摘要 | An optimal repair/replacement problem for a single-unit repairable system with minimal repair and random repair cost is considered. The existence of the optimal policy is established using results of the optimal stopping theory, and it is shown that the optimal policy is a 'repair-cost-limit' policy, that is, there is a series of repair-cost-limit functions g(n) (t), n = 1, 2, . . . , such that a unit of age t is replaced at the nth failure if and only if the repair cost C(n, t) greater than or equal to g(n) (t); otherwise it is minimally repaired. If the repair cost does not depend on n, then there is a single repair cost limit function g(t), which is uniquely determined by a first-order differential equation with a boundary condition. |
关键词 | minimal repair optimal stopping repair-cost-limit policy |
语种 | 英语 |
WOS研究方向 | Mathematics |
WOS类目 | Statistics & Probability |
WOS记录号 | WOS:000078835500016 |
出版者 | APPLIED PROBABILITY TRUST |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/13653 |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Jiang, XY |
作者单位 | 1.Univ Toronto, Dept Mech & Ind Engn, Toronto, ON M5S 3G8, Canada 2.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China |
推荐引用方式 GB/T 7714 | Jiang, XY,Cheng, K,Makis, V. On the optimality of repair-cost-limit policies[J]. JOURNAL OF APPLIED PROBABILITY,1998,35(4):936-949. |
APA | Jiang, XY,Cheng, K,&Makis, V.(1998).On the optimality of repair-cost-limit policies.JOURNAL OF APPLIED PROBABILITY,35(4),936-949. |
MLA | Jiang, XY,et al."On the optimality of repair-cost-limit policies".JOURNAL OF APPLIED PROBABILITY 35.4(1998):936-949. |
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