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| HAL : hal-00554759, version 1 |
| arXiv : 1101.1740 |
| Fiche détaillée |  Récupérer au format |
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| Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability 226, 2 (2012) pp169-181 |
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| Optimal stopping for predictive maintenance of a structure subject to corrosion |
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| Benoîte de Saporta 1, 2, 3François Dufour 1, 2 |
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| (2012) |
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| We present a numerical method to compute the optimal maintenance time for a complex dynamic system. An early intervention may be uselessly costly, but a late one may lead to a partial/complete failure of the system, which has to be avoided. One must therefore find a balance between these two extreme maintenance policies. To achieve this aim, we model the system by a stochastic hybrid process and propose a numerical method to optimize the maintenance time for this kind of processes. Mathematically, this is an optimal stopping problem. We apply our algorithm to the example of maintenance of a metallic structure subject to corrosion. |
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| 1 : | Institut de Mathématiques de Bordeaux (IMB) |
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CNRS : UMR5251 – Université Sciences et Technologies - Bordeaux I – Université Victor Segalen - Bordeaux II |
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| 2 : | CQFD (INRIA Bordeaux - Sud-Ouest) |
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INRIA – Université Sciences et Technologies - Bordeaux I – Université Victor Segalen - Bordeaux II – CNRS : UMR5251 |
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| 3 : | Groupe de Recherche en Economie Théorique et Appliquée (GREThA) |
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CNRS : UMR5113 – Université Montesquieu - Bordeaux IV |
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| 4 : | ASTRIUM |
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EADS |
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| Domaine | : | Mathématiques/Probabilités Mathématiques/Optimisation et contrôle |
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| Lien vers le texte intégral : |
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| http://fr.arXiv.org/abs/1101.1740 |
| hal-00554759, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00554759 | |
| oai:hal.archives-ouvertes.fr:hal-00554759 | |
| Contributeur : Benoîte De Saporta | |
| Soumis le : Mardi 11 Janvier 2011, 12:00:21 | |
| Dernière modification le : Vendredi 11 Mai 2012, 11:25:41 | |
