Title :
A Note on Gradient Estimation for Maintenance Systems
Author :
Heidergott, Bernd ; Yuan, Taoying
Author_Institution :
Vrije Univ. Amsterdam, Amsterdam
Abstract :
This technical note addresses gradient estimation for the cost performance of a two-component maintenance system with respect to the threshold parameter of an age replacement policy. We derive a new gradient estimator based on the measure-valued differentiation (MVD) approach. The performance of the phantom estimator is compared with that of the known smoothed perturbation analysis (SPA) estimator. We show that the phantom estimator has a lower variance, and requires less computational effort than the SPA estimator.
Keywords :
gradient methods; maintenance engineering; perturbation techniques; age replacement policy; gradient estimation; measure-valued differentiation approach; phantom estimator; smoothed perturbation analysis estimator; two-component maintenance system; Analytical models; Availability; Computational modeling; Costs; Electric breakdown; Imaging phantoms; Life estimation; Lifetime estimation; Performance analysis; Polynomials; Gradient estimation; maintenance; measure-valued differentiation (MVD); simulation; smoothed perturbation analysis (SPA);
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2007.908333
