Optimal Observation and Preventive Maintenance Schedules for Partially Observed Multi-state Deterioration Systems with Obvious Failures

Résumé du livre

The more general Problem 2 examines the problem of adaptively scheduling imperfect observations and preventive maintenance actions for a multi-state Markovian deterioration system. The observations do not reveal the deterioration level with certainty, but are probabilistically related to the deterioration level. Solving such problems can be computationally intensive, and the resulting policies can be complex and irregular. Furthermore, establishing structural results for problems with imperfect information can be difficult. For these reasons, we investigate the underlying structural properties of the analogous no observations and perfect observations policies and then adjust them for use in the imperfect observations case. We model all three of these cases as partially observed Markov decision processes (POMDP's) and provide numerical examples of optimal solutions for each case. A cost-effective heuristic policy for the imperfect observations case is developed and preliminary performance results for three heuristic methods are presented. The use of operating characteristics to represent policy performance is also discussed.