Dynamic optimization of maintenance policies for multistate system

Benoîte de Saporta (1) , François Dufour (2, 3) , Huilong Zhang (2, 3)

1 IMAG - Institut Montpelliérain Alexander Grothendieck
2 IMB - Institut de Mathématiques de Bordeaux
3 CQFD - Quality control and dynamic reliability

This paper concerns the maintenance optimization of a multistate system subject to random failure of its components occurring with different distributions with or without aging. A dynamic maintenance policy is a sequence of condition-based intervention dates and actions. A policy generates a cost that is composed of an unavailability cost when the equipment is down or in the workshop as well as repair or replacement costs for the components. The aim of this work is to compute an approximation of the minimal mean cost over all admissible policies, and propose a policy that performs as close as possible to this minimum.

Mots clés: Condition based maintenance; Monte Carlo simulations; Numerical method; Hybrid process; Stochastic optimal control; Dynamic programming

Domaines: Probabilités [math.PR]; Optimisation et contrôle [math.OC]

Benoîte de Saporta, François Dufour, Huilong Zhang. Dynamic optimization of maintenance policies for multistate system. ESREL 2019 - 29th European Safety and Reliability Conference, Sep 2019, Hanovre, Germany. ⟨10.3850/981-973-0000-00-0⟩. ⟨hal-02376686⟩