Stochastic Comparison of Age-Dependent Block Replacement Policies

The age-dependent block replacement policy is a modified block replacement policy with an age limit for preventive replacements. Under this policy, any failed component is repaired, but only the components whose ages exceed a fixed age limit are replaced preventively at the scheduled maintenance times. Using the compensator method, we compare stochastically the failure counting processes of the age-dependent block replacement policies with different parameters, and show that the age-dependent block replacement policy, although cost effective, leads to more failures than the age and block replacement policies. AMS 2000 Subject Classification 60K10     

Untersuchungen über optionale Präventivstrategien in der Instandhaltung

Zusammenfassung Optionale Präventivstrategien sind solche, die vorbeugende Erneuerungen nur gelegentlich eines nicht ausfallbedingten Anlagenstillstands (etwa Unterbrechungen in der Energieoder Materialversorgung, Serienumstellung, Schichtende) zulassen, ohne daß jedoch bei jeder dieser Gelegenheiten erneuert werden muß. Ein zweckmäßiges Entscheidungskriterium dafür, ob beim Eintritt einer Erneuerungsgelegenheit vorbeugend erneuert werden soll oder nicht, ist das momentane Alter der Anlage. Im einzelnen enthält der Aufsatz: 1. den Nachweis, daß es eine optionale Präventivstrategie gibt, die kostengünstiger ist als die streng periodische Präventivstrategie, 2. den Existenz-beweis einer optimalen Altersgrenze, nach deren Erreichen beim Eintritt einer Erneuerungsgelegenheit die Anlage vorbeugend zu erneuern ist, sofern die Anlage eine monoton wachsende Ausfallrate aufweist, 3. die Herleitung der Bestimmungsgleichung für die Altersgrenze bei exponentiell-verteilten Abständen zwischen den Erneuerungsgelegenheiten, 4. einen Weg zur Bestimmung der optimalen Ahersgrenze, wenn die Erneuerungsgelegenheiten äquidistant sind und 5. ein Verfahren zur approximativen Bestimmung der optimalen Altersgrenze.

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Summary This paper examines a variant of the most commonly used preventative replacement policies. The improvement of these policies is brought about by the simple expedient of replacing plant after a failure, but not always replacing it when a replacement opportunity such as a breakdown in the supply of energy occurs. Such policies, where replacement is not obligatory at every opportunity, are called optional preventative policies. The best policy in this class is to replace plant at occurence of an opportunity if its age has reached a control limit, otherwise to defer replacement.The author shows that there is an optional preventative policy which is cheaper than the strictly periodic preventative policy. For plant having an increasing failure rate he proves the existence of an optimal control limit. The equation determining that control limit is given for the case where the opportunities occur at random (exponentially distributed) or are entirely regular. Finally there is given a rule of thumb for determining a good replacement rule.

     

Interrupt and Opportunistic Replacement Strategies for Systems of Deteriorating Components

In some factories production epochs occur that allow system components to be replaced at reduced cost. Over a long production run the unit cost of replacing these stochastically deteriorating components can be controlled by decisions which govern when production is to be interrupted for component replacement and when components are to be replaced at the reduced cost replacement opportunities. This paper develops and analyses models for optimizing "interrupt and opportunistic" replacement strategies in simple systems. Numerical results are given that illustrate the advantages of combining interrupt replacement with opportunistic replacement.     

Opportunity-based age replacement with different intensity rates

This article considers an opportunity-based age replacement model with different intensity rates. Most of the articles suppose that opportunities are generated according to a homogeneous Poisson process, where the intensity rate does not change with time. However, social, economical, and physical environments can change the intensity rate. We suppose the intensity rate changes at specific age. The occurrence of opportunities is independent to the failure of a component. Pre ventive replacement is carried out at the first opportunity after ageT. If the component breaks down then it is replaced immediately. We derive the expected cost per unit time for an infinite time horizon. An optimal policy to minimize the expected cost per unit time is derived. Finally, numerical examples are given.     

Tramcar Maintenance

This article describes the work done to determine age limits for preventive replacements and overhauls in tramcar maintenance, where opportunities are provided by a failed component or an essential overhaul. A brief review of existing literature is also presented and two pair-wise suboptimal preventive replacement policies are considered. These policies are applicable to any "n" component system with subassemblies, where the cost of dismantling and assembling the various sub-units is of the same order as the cost of new parts. The results of a search to find more economical control limits are also presented.     

A replacement model for an additive damage model with restoration

A system existing in a random environment receives shocks at random points of time. Each shock causes a random amount of damage which accumulates over time. A breakdown can occur only upon the occurrence of a shock according to a known failure probability function. Upon failure the system is replaced by a new identical one with a given cost. When the system is replaced before failure, a smaller cost is incurred. Thus, there is an incentive to attempt to replace the system before failure. The damage process is controlled by means of a maintenance policy which causes the accumulated damage to decrease at a known restoration rate. We introduce sufficient conditions under which an optimal replacement policy which minimizes the total expected discounted cost is a control limit policy. The relationship between the undiscounted case and the discounted case is examined. Finally, an example is given illustrating computational procedures.     

Multi-parameter maintenance optimisation via the marginal cost approach

In this paper we show how the marginal-cost approach can be used to optimise multi-parameter replacement rules. We will illustrate this for an opportunity-based age replacement rule that consists of two parameters. The first parameter is a control limit t, which indicates from what age on a unit is replaced preventively at the first arising opportunity. The second parameter is a planned replacement age T, which indicates at what age the unit is replaced if it has not been replaced yet. The unit can fail and is immediately replaced upon failure. It can be shown that this replacement rule belongs to a class of policies for which the long-run average-cost function is unimodal. The marginal cost approach is based on the following assertion: any point, in which the marginal cost(s) of deferring maintenance equals the average-cost, is an average-cost minimum. Assuming unimodality the minimisation problem can be solved as a root-finding problem, for which there are numerous efficient routines. It appears that the marginal cost approach is very practical for the optimisation of the considered replacement rule, especially because a quick assessment can be made of the optimal parameter values. The marginal cost approach can be used for many other multi-parameter problems, insofar as they can be modelled as a regenerative process.     

Optimal replacement model with age-dependent failure type based on a cumulative repair-cost limit policy

This paper presents a replacement model with age-dependent failure type based on a cumulative repair-cost limit policy, whose concept uses the information of all repair costs to decide whether the system is repaired or replaced. As failures occur, the system experiences one of the two types of failures: a type-I failure (minor), rectified by a minimal repair; or a type-II failure (catastrophic) that calls for a replacement. A critical type-I failure means a minor failure at which the accumulated repair cost exceeds the pre-determined limit for the first time. The system is replaced at the nth type-I failure, or at a critical type-I failure, or at first type-II failure, whichever occurs first. The optimal number of minimal repairs before replacement which minimizes the mean cost rate is derived and studied in terms of its existence and uniqueness. Several classical models in maintenance literature are special cases of our model.     

Hybrid block replacement and inspection policies for a multi-component system with heterogeneous component lives

Novel replacement policies that are hybrids of inspection maintenance and block replacement are developed for an n identical component series system in which the component parts used at successive replacements arise from a heterogeneous population. The heterogeneous nature of components implies a mixed distribution for time to failure. In these circumstances, a hybrid policy comprising two phases, an early inspection phase and a later wear-out replacement phase, may be appropriate. The policy has some similarity to burn-in maintenance. The simplest policy described is such a hybrid and comprises a block-type or periodic replacement policy with an embedded block or periodic inspection policy. We use a three state failure model, in which a component may be good, defective or failed, in order to consider inspection maintenance. Hybrid block replacement and age-based inspection, and opportunistic hybrid policies will also arise naturally in these circumstances and these are briefly investigated. For the simplest policy, an approximation is used to determine the long-run cost and the system reliability. The policies have the interesting property that the system reliability may be a maximum when the long-run cost is close to its minimum. The failure model implies that the effect of maintenance is heterogeneous. The policies themselves imply that maintenance is carried out more prudently to newer than to older systems. The maintenance of traction motor bearings on underground trains is used to illustrate the ideas in the paper.     

A Maintenance Model with Opportunities and Interrupt Replacement Options

A component has time to failure X with density f(·). Opportunities arise as a Poisson process of rate λ. At an opportunity the component may at choice, be replaced at cost c₂. At failure the components can either be minimally repaired at cost c₁ or replaced at cost c₄. Finally the component may be replaced at any time at an ‘interrupt’ cost of c₃. We derive expressions for the long-run expected cost rate, and give examples of numerical optimisation with respect to control limits on age at an opportunity, and at an interrupt replacement.     

Availability measures for components maintained by repair-replacement policies

A renewal-reward process model is given for a component maintainedby a general repair-replacement policy. The point availabilityof the component at time t and its expected operating time overthe interval (0, t) are defined in terms of a pair of relatedintegral equations. These two equations are then solved numericallyto obtain values of the two measures for the policy of repairplus replacement at age .     

Optimal replacement policies for two-unit machines with increasing running costs 1

A machine consists of two stochastically failing units. Failure of either of the units causes a failure of the machine and the failed unit has to be replaced immediately. Associated with the units are running costs which increase with the age of the unit because of increasing maintenance costs, decreasing output, etc.A preventive replacement policy is proposed under which, at failure points, we also replace the second unit if its age exceeds a predetermined control limit. It is proved that, for two identical units with exponential life-time distributions and linear running costs, this policy is optimal and the optimal control limit is calculated. In an additional model we take into consideration the length of time it takes to replace one unit or both units.The method of solution is a variation of dynamic semi-Markov programming. Analytical results are obtained and the influence of the various parameters on them is investigated. Finally, we study the saving due to our policy in comparison with a policy in which only failed units are replaced.     

A deteriorating cold standby repairable system with priority in use

In this paper, a cold standby repairable system consisting of two dissimilar components and one repairman is studied. In this system, it is assumed that the working time distributions and the repair time distributions of the two components are both exponential and component 1 is given priority in use. After repair, component 2 is “as good as new” while component 1 follows a geometric process repair. Under these assumptions, using the geometric process and a supplementary variable technique, some important reliability indices such as the system availability, reliability, mean time to first failure (MTTFF), rate of occurrence of failure (ROCOF) and the idle probability of the repairman are derived. A numerical example for the system reliability R(t) is given. And it is considered that a repair-replacement policy based on the working age T of component 1 under which the system is replaced when the working age of component 1 reaches T. Our problem is to determine an optimal policy T^∗ such that the long-run average cost per unit time of the system is minimized. The explicit expression for the long-run average cost per unit time of the system is evaluated, and the corresponding optimal replacement policy T^∗ can be found analytically or numerically. Another numerical example for replacement model is also given.     

Measures of Component Importance in Nonrepairable and Repairable Multistate Strongly Coherent Systems

In Natvig and Gåsemyr (Methodol Comput Appl Probab 11:603–620, 2009) dynamic and stationary measures of importance of a component in a binary system were considered. To arrive at explicit results the performance processes of the components were assumed to be independent and the system to be coherent. Especially the Barlow–Proschan and the Natvig measures were treated in detail and a series of new results and approaches were given. For the case of components not undergoing repair it was shown that both measures are sensible. Reasonable measures of component importance for repairable systems represent a challenge. A basic idea here is also to take a so-called dual term into account. For a binary coherent system, according to the extended Barlow–Proschan measure a component is important if there are high probabilities both that its failure is the cause of system failure and that its repair is the cause of system repair. Even with this extension results for the stationary Barlow–Proschan measure are not satisfactory. For a binary coherent system, according to the extended Natvig measure a component is important if both by failing it strongly reduces the expected system uptime and by being repaired it strongly reduces the expected system downtime. With this extension the results for the stationary Natvig measure seem very sensible. In the present paper most of these results are generalized to multistate strongly coherent systems. For such systems little has been published until now on measures of component importance even in the nonrepairable case.     

Evaluation of the warranty cost of a product with type III stochastic dependence between components

This paper analyses respectively the expected warranty costs from the perspectives of the manufacturer and the consumer. For a two-component series system with stochastic dependence between components, both the non-renewing free replacement policy and the renewing replacement policy are examined. It is assumed that whenever component 1 fails, a random damage to component 2 is occurred while a component 2 failure causes the system failure. Component 2 fails when its total accumulative damage exceeds a pre-determined level L. By considering the consumer’s behavior and the product service time, the warranty costs allocations between the manufacturer and the consumer are presented. Numerical examples are given to demonstrate the applicability of the methodology. It is proved that, independent of the type of the warranty policy, the failure interaction between components impacts the manufacturer profits and the consumer costs. The initial warranty length has also an impact on the product quality preferences to both the consumer and the manufacturer.     

一种多指标质量动态控制图及其应用

研究了将多指标在一个图上标示的多指标控制图。提出了三种质量控制限并作了比较。控制上限(UCL)取Hotelling的T2统计量的α/2上侧分位数。预控上限(UPCL)取Hotelling的T2统计量的λα/2上侧分位数。当第k个观测点的T2k值超过UPCL时,则接下去的抽样区间将缩短,以便及早发现失控状态。对超出控制限的情况下如何确定哪一个质量指标发生异常的问题,提出了一种可靠的分析方法。用这种方法解决了某卷烟厂的烟丝生产过程中的多指标质量控制和管理问题。     

Replacement Strategies

Components of a system function for a time and then fail. A central problem is to decide whether a strategy of scheduled replacement is preferable to the running of all components until failure. This is considered by comparing some simple strategies for component replacement. Considerations from probability theory and renewal theory are used to obtain expressions for the average cost of replacements per unit time for each strategy. After obtaining some general conditions for one strategy to be preferable to another, a detailed comparison is made when the interfailure times are independent samples from a gamma distribution.     

The average optimality of a repair-limit replacement policy

We consider a minimal-repair and replacement problem of a reliability system whose state at a failure is described by a pair of two attributes, i.e., the total number of its past failures and the current failure level. It is assumed that the system is bothered by more frequent and more costly failures as time passes. Our problem is to find and/or characterize a minimal-repair and replacement policy of minimizing the long-run average expected maintenance cost per unit time over the infinite time horizon. Formulating the problem as a semi-Markov decision process, we show that a repairlimit replacement policy is average optimal. That is, for each total number of past system failures, there exists a threshold, called a repair limit, such that it is optimal to repair minimally if the current failure level is lower than the repair limit, and to replace otherwise. Furthermore, the repair limit is decreasing in the total number of past system failures.     

Optimizing System Availability Under Minimal Repair with Non-Negligible Repair and Replacement Times

Availability measures are given for a repairable system under minimal repair with constant repair times. A new policy and an existing replacement policy for this type of system are discussed. Each involves replacement at the first failure after time T, with T representing total operating time in the existing model and total elapsed time (i.e. operating time + repair time) in the new model. Optimal values of T are found for both policies over a wide range of parameter values. These results indicate that the new and administratively easier policy produces only marginally smaller optimal availability values than the existing policy.     

The Repair Limit Replacement Method

In the repair limit replacement method when an item requires repair it is first inspected and the repair cost is estimated. Repair is only then undertaken if the estimated cost is less than the "repair limit". Dynamic programming methods are used in this paper as a general approach to the problem of determining optimum repair limits. Two problems are formulated and the cases of finite and infinite planning horizons and discounted and undiscounted costs are discussed. Methods are given for allowing for equipment availability and for the introduction of new types of equipment. An improved general formulation for finite time horizon, stochastic, dynamic programming problems is developed.