Optimal test interval for a monotone safety system
Terje Aven
Source: J. Appl. Probab.
Volume 46, Number 2
(2009), 330-341.
Abstract
We consider a safety system represented by a monotone (coherent) structure function of n components. The state of the
components and the system is only revealed through inspection, which is carried out at intervals of length T. If the
inspection shows that the system is in a critical state or has failed, it is overhauled and all components are
restored to a good-as-new condition. Costs are associated with tests, system downtime, and repairs. The problem is to find an
optimal T minimizing the expected long-run cost per unit of time. The purpose of this paper is to present a formal
set-up for this problem and to show how an optimal T can be determined. A special case where the components have
three states is given particular attention. It corresponds to a `delay time type system', where the presence of a fault
in a component does not lead to an immediate failure---there will be a `delay time' between the occurrence of the fault
and the failure of the component.
Primary Subjects: 90B25
Secondary Subjects: 60K10
Keywords: Monotone system; test interval; delay time model; expected costs
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.jap/1245676090
Digital Object Identifier: doi:10.1239/jap/1245676090
Zentralblatt MATH identifier:
1165.90415
Mathematical Reviews number (MathSciNet):
MR2535816
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