Stochastic comparisons of imperfect maintenance models for a gamma deteriorating system

Abstract This paper compares two imperfect repair models for a degrading system, with deterioration level modeled by a non homogeneous gamma process. Both models consider instantaneous and periodic repairs. The first model assumes that a repair reduces the degradation of the system accumulated from the last maintenance action. The second model considers a virtual age model and assumes that a repair reduces the age accumulated by the system since the last maintenance action. Stochastic comparison results between the two resulting processes are obtained. Furthermore, a specific case is analyzed, where the two repair models provide identical expected deterioration levels at maintenance times. Finally, two optimal maintenance strategies are explored, considering the two models of repair.

[1]  Khac Tuan Huynh,et al.  On the Use of Mean Residual Life as a Condition Index for Condition-Based Maintenance Decision-Making , 2014, IEEE Transactions on Systems, Man, and Cybernetics: Systems.

[2]  F. Proschan,et al.  Comparison of Replacement Policies, and Renewal Theory Implications , 1964 .

[3]  Gianpaolo Pulcini,et al.  A new state-dependent degradation process and related model misidentification problems , 2017, Eur. J. Oper. Res..

[4]  Inma T. Castro,et al.  Performance measures for a deteriorating system subject to imperfect maintenance and delayed repairs , 2016 .

[5]  Nan Chen,et al.  Condition-based maintenance using the inverse Gaussian degradation model , 2015, Eur. J. Oper. Res..

[6]  M. Denuit,et al.  Lorenz and excess-wealth orders, with applications in reinsurance theory , 1999 .

[7]  M. Kijima SOME RESULTS FOR REPAIRABLE SYSTEMS WITH GENERAL REPAIR , 1989 .

[9]  H. Tijms A First Course in Stochastic Models , 2003 .

[10]  Wenxing Zhou,et al.  Optimal condition-based maintenance decisions for systems with dependent stochastic degradation of components , 2014, Reliab. Eng. Syst. Saf..

[11]  Sophie Mercier,et al.  A preventive maintenance policy for a continuously monitored system with correlated wear indicators , 2012, Eur. J. Oper. Res..

[12]  Jen Tang,et al.  Optimum step-stress accelerated degradation test for Wiener degradation process under constraints , 2015, Eur. J. Oper. Res..

[13]  Min Xie,et al.  Degradation-based maintenance decision using stochastic filtering for systems under imperfect maintenance , 2015, Eur. J. Oper. Res..

[14]  Jan M. van Noortwijk,et al.  A survey of the application of gamma processes in maintenance , 2009, Reliab. Eng. Syst. Saf..

[15]  Marvin Zelen,et al.  Mathematical Theory of Reliability , 1965 .

[16]  尾崎 俊治,et al.  Stochastic models in reliability and maintenance , 2002 .

[17]  Shaomin Wu,et al.  A condition-based maintenance policy for degrading systems with age- and state-dependent operating cost , 2017, Eur. J. Oper. Res..

[18]  M. Denuit,et al.  Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences , 1997 .

[19]  Maochao Xu,et al.  Comparisons of Parallel Systems According to the Convex Transform Order , 2009, Journal of Applied Probability.

[20]  Tomasz Rolski,et al.  Stochastic Processes for Insurance and Finance , 2001 .

[21]  S. Mercier,et al.  On the Modelling of Imperfect Repairs for a Continuously Monitored Gamma Wear Process Through Age Reduction , 2013, Journal of Applied Probability.

[22]  Ward Whitt,et al.  Uniform conditional variability ordering of probability distributions , 1985 .

[23]  Jabbar Ali Zakeri,et al.  Improvement of railway ballast maintenance approach, incorporating ballast geometry and fouling conditions , 2018 .

[24]  A. Müller,et al.  Comparison Methods for Stochastic Models and Risks , 2002 .

[25]  Inmaculada Torres Castro,et al.  A condition-based maintenance of a dependent degradation-threshold-shock model in a system with multiple degradation processes , 2015, Reliab. Eng. Syst. Saf..

[26]  Laurent Doyen,et al.  Classes of imperfect repair models based on reduction of failure intensity or virtual age , 2004, Reliab. Eng. Syst. Saf..

[27]  Moshe Shaked,et al.  Ordering conditional lifetimes of coherent systems , 2007 .

[28]  Yisha Xiang,et al.  A review on condition-based maintenance optimization models for stochastically deteriorating system , 2017, Reliab. Eng. Syst. Saf..

[29]  T. Rolski Stochastic Processes for Insurance and Finance , 1999 .