A CONDITION-BASED DYNAMIC MAINTENANCE POLICY FOR AN EXTENDED GAMMA PROCESS

Zeina Al Masry (1) , Sophie Mercier (2) , Ghislain Verdier (2)

1 LAREMA - Laboratoire Angevin de Recherche en Mathématiques
2 LMAP - Laboratoire de Mathématiques et de leurs Applications [Pau]

A standard gamma process is widely used for cumulative deterioration modeling purpose and to make prediction over the system future behavior. However, this process may be restrictive within an applicative context since its variance-to-mean ratio is constant over time. Extended gamma process, which was introduced by Cinlar (1980), seems to be a good candidate to overcome the latter restriction. The aim of this paper is to investigate benefits of using an extended gamma process for modeling the system evolution instead of a standard gamma process, from a reliability point of view. With that goal, we propose a condition-based dynamic maintenance policy and evaluate its performance on a finite planning horizon. Numerical experiments are illustrated based on simulated data.

Mots clés: Process with non-stationary independent increments; Standard gamma process; Extended gamma process; Condition-based maintenance policy; Dynamic inspections

Domaines: Probabilités [math.PR]

Zeina Al Masry, Sophie Mercier, Ghislain Verdier. A CONDITION-BASED DYNAMIC MAINTENANCE POLICY FOR AN EXTENDED GAMMA PROCESS. MMR 2017 (International Conference on Mathematical Methods on Reliability), 2017, Grenoble, France. ⟨hal-01577016⟩