考虑不完美检测的两阶段点检与备件订购策略联合优化

针对设备维修与备件管理相互影响与制约的问题, 在基于延迟时间理论的基础上, 提出了两阶段点检与备件订购策略联合优化。点检是不完美的, 当点检识别设备的缺陷状态时, 进行预防更新; 设备故障时, 进行故障更新。结合设备更新时备件的状态, 采用更新报酬理论建立了以第一阶段点检时间、第二阶段点检周期和备件订购时间为决策变量, 以最小化单位时间期望成本为目标的模型。最后, 通过人工蜂群算法对模型求解, 并在数值分析中将两阶段点检策略与定期点检策略进行比较, 结果表明:两阶段点检策略始终优于定期点检策略, 验证了所建模型的有效性。     

基于累积损伤过程的不完全预防维护决策

基于累积损伤过程研究旧系统的不完全预防维护策略,冲击服从非时齐Poisson过程,并产生随机的损伤量,损伤量是加法累加的.系统在累积损伤量达到k或系统运行年龄达到T时进行计划内预防维护.在两次计划内预防维护之间,当累积损伤量达到预定水平K (k K)时,对系统进行计划外维护,其费用高于计划内预防维护,利用再生过程理论得到单位时间维护成本,讨论在时齐Poisson过程下的时间预防维护策略与水平预防维护策略,同时给出算例.     

考虑非周期检测的视情维修与备件订购联合策略优化

针对单部件系统/关键部件提出视情维修与备件订购联合策略,其中系统退化服从两阶段延迟时间过程且采用非周期检测策略,退化初期以检测间隔T₁检查系统状态,而在第一次识别缺陷状态时,缩短检测周期为T₂、订购备件且进行不完美维修;若系统在随后的退化中被识别处于缺陷状态,执行不完美维修直至超过阈值次数N_max并采取预防性更换,但若在检测周期内发生故障则进行更换。根据系统状态和备件状态分析各种可能更新事件及相应的联合决策,利用更新报酬理论构建最小化单位时间内期望成本的目标函数,优化T₁,T₂, N_max。与对比模型策略相比,算例结果表明所提出的联合策略能有效降低单位时间内的期望成本。     

考虑中间库存缓冲区的多目标设备不完美预防维修策略研究

针对考虑库存缓冲区的多目标设备维修问题,以设备维修能力为约束条件,获得随机故障设备的不完美预防维修策略。首先,利用准更新过程,表示出设备的随机故障次数。其次,结合设备故障次数表达式,以最大设备可用度和最小生产总成本为多目标构建不完美预防维修模型,使用粒子群算法求解,优化设备可用度与生产总成本,获得更新周期内的库存量和预防维修周期两个决策变量的最优值。最后,通过算例分析,验证了多目标不完美预防维修模型的可用性。     

Optimal overhaul intervals with imperfect inspection and repair

Author for correspondence.Email:m.j.newby{at}city.ac.uk This paper is motivated by the idea of a maintenance-free operatingperiod whose objectives are to improve mission reliability andcarry out as much maintenance as possible as a second-line activity.The system may be in one of three states (good, faulty, andfailed), and expressions are developed for the average costper unit time until failure. The system is periodically inspected,the inspection being imperfect in the sense that it can resultin both false-positive and false-negative results. Simple faultscan be fixed, but a repair is imperfect, in that there is anon-zero probability of a fault remaining after a repair. Aftera fixed number of inspections, the system is overhauled. Ifthe system fails during operation, it is replaced at increasedcost. The sojourn time in each state has non-constant failurerate, and discretization and supplementary variables are usedto give a Markovian structure which allows easy computationof the average costs. Minimizing the average cost gives theoptimal number of inspections before overhauling the system.     

On the control of a generalized storage model

A finite-capacity storage model is considered. The random inputs (negative inputs represent demands) are of various types, determined by a Markov chain, and occur at discrete times. Under suitable assumptions on the costs involved, including a penalty cost for unmet demand, an optimal control policy is determined for the releases from the storage facility, when operated over a finite horizon. Stationary control policies for the unbounded horizon are also determined and conditions for their optimality are discussed. Finally, a few simple examples are considered.The author would like to acknowledge the constructive comments of the referee, which led to an improved exposition of the present paper.     

Coordinating pricing and inventory control in a fluctuating environment

This paper addresses the simultaneous determination of pricing and inventory replenishment strate- gies under a fluctuating environment. Specifically, we analyze the single item, periodic review model. The demand consists of two parts： the deterministic component, which is influenced by the price, and the stochastic component （perturbation）. The distribution of the stochastic component is determined by the current state of an exogenous Markov chain. The price that is charged in any given period can be specified dynamically. A replenishment order may be placed at the beginning of some or all of the periods, and stockouts are fully backlogged. Ordering costs that are lower semicontinuous, and inventory/backlog （or surplus） costs that are continuous with polynomial growth. Finite-horizon and infinite-horizon problems are addressed. Existence of optimal policies is established. Furthermore, optimality of （s,S,p）-type policies is proved when the ordering cost consists of fixed and proportional cost components and the surplus cost （these costs are all state-dependent） is convex.     

Mean,variance, and probabilistic criteria in finite Markov decision processes: A review

This paper is a survey of papers which make use of nonstandard Markov decision process criteria (i.e., those which do not seek simply to optimize expected returns per unit time or expected discounted return). It covers infinite-horizon nondiscounted formulations, infinite-horizon discounted formulations, and finite-horizon formulations. For problem formulations in terms solely of the probabilities of being in each state and taking each action, policy equivalence results are given which allow policies to be restricted to the class of Markov policies or to the randomizations of deterministic Markov policies. For problems which cannot be stated in such terms, in terms of the primitive state setI, formulations involving a redefinition of the states are examined.The author would like to thank two referees for a very thorough and helpful referceing of the original article and for the extra references (Refs. 47–52) now added to the original reference list.     

Optimal scheduling of non-perfect inspections

^** Corresponding author. Email: romulo.zequeira{at}utt.fr^*** Email: christophe.berenguer{at}utt.fr In this paper, we study the determination of optimal inspectionpolicies when three types of inspections are available: partial,perfect and imperfect. Perfect inspections diagnose withouterror the system state. The system can fail because of threecompeting failure types: I, II and III. Partial inspectionsdetect without error type I failures. Failures of type II canbe detected by imperfect inspections which have non-zero probabilityof false positives. Partial and imperfect inspections are madeat the same time. Type III failures are detectable only by perfectinspections. If the system is found failed in an inspection,a repair is made which renders the system in a good-as-new condition.The system is preventively maintained following an age-basedpolicy. Preventive maintenance actions return the system toa good-as-new condition. We consider cost contributions of inspections,repairs, preventive maintenance and periods of unavailability.The model presented permits to determine the optimal (constant)inter-inspection period for partial, imperfect and perfect inspectionsand the optimal times of preventive maintenance actions.     

Asymptotic properties of constrained Markov Decision Processes

We present in this paper several asymptotic properties of constrained Markov Decision Processes (MDPs) with a countable state space. We treat both the discounted and the expected average cost, with unbounded cost. We are interested in (1) the convergence of finite horizon MDPs to the infinite horizon MDP, (2) convergence of MDPs with a truncated state space to the problem with infinite state space, (3) convergence of MDPs as the discount factor goes to a limit. In all these cases we establish the convergence of optimal values and policies. Moreover, based on the optimal policy for the limiting problem, we construct policies which are almost optimal for the other (approximating) problems. Based on the convergence of MDPs with a truncated state space to the problem with infinite state space, we show that an optimal stationary policy exists such that the number of randomisations it uses is less or equal to the number of constraints plus one. We finally apply the results to a dynamic scheduling problem.This work was partially supported by the Chateaubriand fellowship from the French embassy in Israel and by the European Grant BRA-QMIPS of CEC DG XIII     

均值-CVaR零售商的供应链服务决策及协调契约

研究零售商具有风险偏好行为下,同时考虑价格、质量和服务水平的供应链联合决策问题。运用均值-CVaR准则来刻画零售商风险偏好行为,它包括风险厌恶、风险中性和风险追求,同时具有损失规避的特性。首先得到供应链集中系统、制造商提供服务（模型$mbox{I}$）和零售商提供服务（模型$mbox{II}$）下的最优决策和最优利润（期望效用）。其次,证明了成本共担契约在零售商风险厌恶时可以实现供应链协调.第三,对模型$mbox{I}$和模型$mbox{II}$协调后的最优利润（期望效用）进行比较,证明两种模型下制造商利润相同,而与模型$mbox{I}$相比,模型$mbox{II}$下零售商获得更多的期望效用。最后,数值例子证明了得到的研究结果。     

Minimum-Time Travel for a Vehicle with Acceleration Limits: Theoretical Analysis and Receding-Horizon Implementation

A methodology is proposed to generate minimum-time optimal velocity profiles for a vehicle with prescribed acceleration limits along a specified path. The necessary optimality conditions are explicitly derived, allowing the construction of the optimal solution semianalytically. A receding horizon implementation is also proposed for the on-line implementation of the velocity optimizer. Robustness of the receding horizon algorithm is guaranteed by the use of an adaptive scheme that determines the planning and execution horizons. Application to a real-life scenario with a comparison between the infinite and finite receding horizon schemes provides a validation of the proposed methodology. This work has been supported in part by the US Army Research Office, Awards DAAD19-00-1-0473 and W911NF-05-1-0331. The authors thank an anonymous reviewer for his insightful comments regarding the results in Sect. 5.     

基于CBM-HTM的复杂系统预防性维修时机优化

针对目前复杂系统因多采用定周期预防性维修而造成维修费用过高、管理效率较低的情况,综合定周期维修(HTM)和基于状态的维修(CBM)两类技术,提出基于CBM-HTM的复杂系统预防性维修时机优化思路.并在此基础上,以费用最小为目标,建立基于CBM-HTM的复杂系统预防性维修时机优化模型.最后以由6个设备组成的复杂系统为例,进行了预防性维修时机优化算例说明.以期借助自主式保障中PHM、CBM技术,优化地面设备预防性维修时机,降低地面设备的预防性维修费用,提高地面设备维修管理的效率和效益.     

Necessary conditions for infinite-horizon Volterra optimal control problems with time delay

Email: csfvega{at}dm.uba.ar Received on August 17, 2006; Accepted on September 8, 2007 Necessary conditions are proved for optimal control problemsinvolving an infinite horizon and terminal conditions at infinitywhose states are governed by Volterra integral equations withnon-linear time delay.