2024-03-28T13:06:29Z
https://tsukuba.repo.nii.ac.jp/oai
oai:tsukuba.repo.nii.ac.jp:00028794
2022-04-27T08:57:05Z
152:1223
3:62:5598:2070
DYNAMIC ANALYSIS OF A MULTIVARIATE REWARD PROCESS DEFINED ON THE UMCP WITH APPLICATION TO OPTIMAL PREVENTIVE MAINTENANCE POLICY PROBLEMS IN MANUFACTURING
住田, 潮
Huang, Jia-Ping
Sumita, Ushio
© Cambridge University Press 2013
The unified multivariate counting process (UMCP), previously studied by the same authors, enables one to describe most of the existing counting processes in terms of its components, thereby providing a comprehensive view for such processes often defined separately and differently. The purpose of this paper is to study a multivariate reward process defined on the UMCP. By examining the probabilistic flow in its state space, various transform results are obtained. The asymptotic behavior, as t→∞, of the expected univariate reward process in a form of a product of components of the multivariate reward process is studied. As an application, a manufacturing system is considered, where the cumulative profit given a preventive maintenance policy is described as a univariate reward process defined on the UMCP. The optimal preventive maintenance policy is derived numerically by maximizing the cumulative profit over the time interval [0, T].
Cambridge University Press
2013-04
eng
journal article
http://hdl.handle.net/2241/118989
https://tsukuba.repo.nii.ac.jp/records/28794
10.1017/S0269964812000411
0269-9648
AA10697861
Probability in the engineering and informational sciences
27
02
187
208
https://tsukuba.repo.nii.ac.jp/record/28794/files/PEIS_27-2.pdf
application/pdf
326.1 kB
2013-12-25