An optimal machine maintenance problem with probabilistic state constraints

We consider a machine that is maintained via two types of maintenance action: (i) continuous (minor) maintenance that curbs natural degradation of the machine; and (ii) overhaul (major) maintenance that takes place at certain discrete time points and significantly improves the condition of the machi...

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Bibliographic Details
Main Authors:	Sun, Y., Aw, G., Loxton, Ryan, Teo, Kok Lay
Format:	Journal Article
Published:	Elsevier Inc 2014
Subjects:	Impulsive system Nonlinear optimization Maintenance scheduling Optimal control
Online Access:	http://hdl.handle.net/20.500.11937/4479

id	curtin-20.500.11937-4479
recordtype	eprints
spelling	curtin-20.500.11937-44792018-08-08T04:54:47Z An optimal machine maintenance problem with probabilistic state constraints Sun, Y. Aw, G. Loxton, Ryan Teo, Kok Lay Impulsive system Nonlinear optimization Maintenance scheduling Optimal control We consider a machine that is maintained via two types of maintenance action: (i) continuous (minor) maintenance that curbs natural degradation of the machine; and (ii) overhaul (major) maintenance that takes place at certain discrete time points and significantly improves the condition of the machine. We introduce an impulsive stochastic differential equation to model the condition of the machine over the time horizon. The problem we investigate is to choose the continuous maintenance rate and the overhaul maintenance times to minimize the total cost of operating and maintaining the machine, where probabilistic state constraints are imposed to ensure that the machine’s state and output meet minimum acceptable levels with high probability. This impulsive stochastic optimal control problem is first transformed into a deterministic optimal control problem with state jumps and continuous inequality constraints. We then show that this equivalent problem can be solved using a combination of the control parameterization technique, the time-scaling transformation, and the constraint transcription method. Finally, we illustrate our approach by solving a numerical example. 2014 Journal Article http://hdl.handle.net/20.500.11937/4479 10.1016/j.ins.2014.05.051 Elsevier Inc fulltext
repository_type	Digital Repository
institution_category	Local University
institution	Curtin University Malaysia
building	Curtin Institutional Repository
collection	Online Access
topic	Impulsive system Nonlinear optimization Maintenance scheduling Optimal control
spellingShingle	Impulsive system Nonlinear optimization Maintenance scheduling Optimal control Sun, Y. Aw, G. Loxton, Ryan Teo, Kok Lay An optimal machine maintenance problem with probabilistic state constraints
description	We consider a machine that is maintained via two types of maintenance action: (i) continuous (minor) maintenance that curbs natural degradation of the machine; and (ii) overhaul (major) maintenance that takes place at certain discrete time points and significantly improves the condition of the machine. We introduce an impulsive stochastic differential equation to model the condition of the machine over the time horizon. The problem we investigate is to choose the continuous maintenance rate and the overhaul maintenance times to minimize the total cost of operating and maintaining the machine, where probabilistic state constraints are imposed to ensure that the machine’s state and output meet minimum acceptable levels with high probability. This impulsive stochastic optimal control problem is first transformed into a deterministic optimal control problem with state jumps and continuous inequality constraints. We then show that this equivalent problem can be solved using a combination of the control parameterization technique, the time-scaling transformation, and the constraint transcription method. Finally, we illustrate our approach by solving a numerical example.
format	Journal Article
author	Sun, Y. Aw, G. Loxton, Ryan Teo, Kok Lay
author_facet	Sun, Y. Aw, G. Loxton, Ryan Teo, Kok Lay
author_sort	Sun, Y.
title	An optimal machine maintenance problem with probabilistic state constraints
title_short	An optimal machine maintenance problem with probabilistic state constraints
title_full	An optimal machine maintenance problem with probabilistic state constraints
title_fullStr	An optimal machine maintenance problem with probabilistic state constraints
title_full_unstemmed	An optimal machine maintenance problem with probabilistic state constraints
title_sort	optimal machine maintenance problem with probabilistic state constraints
publisher	Elsevier Inc
publishDate	2014
url	http://hdl.handle.net/20.500.11937/4479
first_indexed	2018-09-06T17:51:50Z
last_indexed	2018-09-06T17:51:50Z
_version_	1610881497112248320

An optimal machine maintenance problem with probabilistic state constraints

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