Stochastic optimization for control of maintenance systems

Author

Farenhorst-Yuan, Taoying ; Heidergott, Bernd

Author_Institution

Dept. of Econ. & Oper. Res., VU Univ. Amsterdam, Amsterdam

fYear

2008

fDate

28-30 May 2008

Firstpage

93

Lastpage

98

Abstract

This paper addresses stochastic optimization of a multi-component maintenance system. In particular, we present a novel phantom gradient estimator called CPhET. We compare the performance of the CPhET estimator with that of the general purpose method simultaneous perturbation (SP). Our results indicate that CPhET is more suitable than SP for sensitivity analysis of moderately sized systems. In addition, CPhET is preferable to SP for optimization of systems if the dimension of the vector of control parameters is small.

Keywords

estimation theory; gradient methods; maintenance engineering; optimisation; sensitivity analysis; stochastic processes; CPhET estimator; gradient estimator; maintenance system control; multicomponent maintenance system; sensitivity analysis; simultaneous perturbation; stochastic optimization; Control systems; Convergence; Costs; Discrete event systems; Finite difference methods; Helium; Imaging phantoms; Sensitivity analysis; Stochastic systems; Terminology;

fLanguage

English

Publisher

ieee

Conference_Titel

Discrete Event Systems, 2008. WODES 2008. 9th International Workshop on

Conference_Location

Goteborg

Print_ISBN

978-1-4244-2592-1

Electronic_ISBN

978-1-4244-2593-8

Type

conf

DOI

10.1109/WODES.2008.4605928

Filename

4605928