Optimal stopping for predictive maintenance of a structure subject to corrosion

Abstract : 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.
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-00554759
Contributor : Benoîte de Saporta <>
Submitted on : Tuesday, January 11, 2011 - 12:00:21 PM
Last modification on : Wednesday, December 5, 2018 - 9:02:07 AM

Links full text

Identifiers

  • HAL Id : hal-00554759, version 1
  • ARXIV : 1101.1740

Collections

Citation

Benoîte de Saporta, François Dufour, Huilong Zhang, Charles Elegbede. Optimal stopping for predictive maintenance of a structure subject to corrosion. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, SAGE Publications, 2012, 226 (2), pp169-181. ⟨hal-00554759⟩

Share

Metrics

Record views

289