1. Maintenance Policies For A Deterioration System
Subject To Non-Self-Announcing Failures
Salih Tekin
N. Onur Bakır, Bü¸sra Kele¸s
TOBB University of Economics and Technology
Ankara, Turkey
June 6, 2014
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 1 / 35
2. System Maintenance
Maintenance is crucial to improve system availability performance with
a minimum cost, especially when
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3. System Maintenance
Maintenance is crucial to improve system availability performance with
a minimum cost, especially when
I the system fails stochastically
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4. System Maintenance
Maintenance is crucial to improve system availability performance with
a minimum cost, especially when
I the system fails stochastically
I the degree of deterioration, in addition to
failure, are known only through inspections
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5. System Maintenance
Maintenance is crucial to improve system availability performance with
a minimum cost, especially when
I the system fails stochastically
I the degree of deterioration, in addition to
failure, are known only through inspections
I optional preventive maintenance is
suggested
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 2 / 35
6. System Maintenance
Maintenance is crucial to improve system availability performance with
a minimum cost, especially when
I the system fails stochastically
I the degree of deterioration, in addition to
failure, are known only through inspections
I optional preventive maintenance is
suggested
I maintenance is not perfect (except
replacement)
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 2 / 35
7. Maintenance Categories in Literature
Table: Maintenance Categories in Literature
Maintenance policy System structure Maintenance degree
Age replacement
Block replacement
Periodic 3
Sequential
Control limit
Single-unit 3
Multi-unit
Perfect 3
Imperfect 3
Minimal 3
Worse
Maintenance cost Optimization criteria Modelling tools
Constant 3
Random
Complex
Minimize cost rate 3
Minimize availability
Minimize downtime
Renewal theory 3
Markov chain 3
Poisson process
Planning horizon Dependence System information
Infinite 3
Finite
Discrete
Continuous
Economic
Failure
Probability
State 3
Perfect 3
Imperfect
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8. Outline
1 Introduction
2 Mathematical Formulations
3 Optimal Inspection Time and Optimal Policy
4 Numerical Example
5 References
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9. Introduction
Problem Definition
System structure
For a stochastically failing system in which the degree of deterioration
are known only through inspections,
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10. Introduction
Problem Definition
System structure
For a stochastically failing system in which the degree of deterioration
are known only through inspections,
I At each inspection epoch k⌧, k = {0, 1, 2, ...} the system occupies
one of three states: good (1), poor (2), failed (3) and the decision maker
chooses an available action: do nothing, repair and replace.
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 5 / 35
11. Introduction
Problem Definition
System structure
For a stochastically failing system in which the degree of deterioration
are known only through inspections,
I At each inspection epoch k⌧, k = {0, 1, 2, ...} the system occupies
one of three states: good (1), poor (2), failed (3) and the decision maker
chooses an available action: do nothing, repair and replace.
S = {1, 2, 3}; State space
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 5 / 35
12. Introduction
Problem Definition
System structure
For a stochastically failing system in which the degree of deterioration
are known only through inspections,
I At each inspection epoch k⌧, k = {0, 1, 2, ...} the system occupies
one of three states: good (1), poor (2), failed (3) and the decision maker
chooses an available action: do nothing, repair and replace.
S = {1, 2, 3}; State space
T = {0, 1, 2, 3, ...}; Time horizon
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13. Introduction
Problem Definition
System structure
For a stochastically failing system in which the degree of deterioration
are known only through inspections,
I At each inspection epoch k⌧, k = {0, 1, 2, ...} the system occupies
one of three states: good (1), poor (2), failed (3) and the decision maker
chooses an available action: do nothing, repair and replace.
S = {1, 2, 3}; State space
T = {0, 1, 2, 3, ...}; Time horizon
A = {do nothing, repair, replace}; Action space
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 5 / 35
14. Introduction
Problem Definition
System structure
For a stochastically failing system in which the degree of deterioration
are known only through inspections,
I At each inspection epoch k⌧, k = {0, 1, 2, ...} the system occupies
one of three states: good (1), poor (2), failed (3) and the decision maker
chooses an available action: do nothing, repair and replace.
S = {1, 2, 3}; State space
T = {0, 1, 2, 3, ...}; Time horizon
A = {do nothing, repair, replace}; Action space
It is called minor repair when the repair is performed at state 2 and major
repair when it is performed at state 3.
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15. Introduction
Problem Definition
Deterioration process
I The deterioration is modelled by three-state continuous time Markov
chain
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16. Introduction
Problem Definition
Deterioration process
I The deterioration is modelled by three-state continuous time Markov
chain
If {Yt, t 0} represents the system state at time t, then we assume
that {Yt, t 0} is a continuous time Markov chain with transition
probabilities,
Pij(⌧) = P{Yt+⌧ = j | Yt = i}, 8 t, ⌧ 2 R (1)
when it is currently at state i = {1, 2, 3} at time t, will be at state j = {2, 3}
at time t + ⌧.
(Markovian assumption)
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17. Introduction
Problem Definition
Deterioration process
Good
(1)
Poor
(2)
Failed
(3)
𝐏𝟏𝟏(𝛕) 𝐏𝟐𝟐(𝛕) 𝐏𝟑𝟑(𝛕)
𝐏𝟏𝟑(𝛕)
𝐏𝟏𝟐(𝛕) 𝐏𝟐𝟑(𝛕)
Figure: Transition Probabilities
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18. Introduction
Problem Definition
Deterioration process
Good
(1)
Poor
(2)
Failed
(3)
𝐏𝟏𝟏(𝛕) 𝐏𝟐𝟐(𝛕) 𝐏𝟑𝟑(𝛕)
𝐏𝟏𝟑(𝛕)
𝐏𝟏𝟐(𝛕) 𝐏𝟐𝟑(𝛕)
Figure: Transition Probabilities
I The event that causes a transition within an inspection period from state i
to j, where i 6= j, occur after an exponential amount of time with rate ij.
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19. Introduction
Problem Definition
Assumptions
I The time horizon considered is infinite and the system with good state
is put into service in time 0.
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20. Introduction
Problem Definition
Assumptions
I The time horizon considered is infinite and the system with good state
is put into service in time 0.
I Transition from state i = 1, 2 to state j = 2, 3 occurs according to a Poisson
Process with rate ij.
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21. Introduction
Problem Definition
Assumptions
I The time horizon considered is infinite and the system with good state
is put into service in time 0.
I Transition from state i = 1, 2 to state j = 2, 3 occurs according to a Poisson
Process with rate ij.
I The system state is monitored only through inspections and inspection time
is negligible.
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22. Introduction
Problem Definition
Assumptions
I The time horizon considered is infinite and the system with good state
is put into service in time 0.
I Transition from state i = 1, 2 to state j = 2, 3 occurs according to a Poisson
Process with rate ij.
I The system state is monitored only through inspections and inspection time
is negligible.
I Time to inspect is negligible; however, inspection cost is assumed to be a
monotonically non-increasing function of time interval between two
consecutive inspections [4] to prevent frequent inspections.
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23. Introduction
Problem Definition
Assumptions
I If the system is identified as good, "do nothing" action is required;
otherwise decision maker may choose other actions.
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24. Introduction
Problem Definition
Assumptions
I If the system is identified as good, "do nothing" action is required;
otherwise decision maker may choose other actions.
I Minor (Major) repair takes the system to state 1, with probability pmn (pmj),
and to state 2 with probability qmn = 1 pmn (qmj = 1 pmj) after a fixed time
tmn (tmj) with a fixed cost cmn (cmj).
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25. Introduction
Problem Definition
Assumptions
I If the system is identified as good, "do nothing" action is required;
otherwise decision maker may choose other actions.
I Minor (Major) repair takes the system to state 1, with probability pmn (pmj),
and to state 2 with probability qmn = 1 pmn (qmj = 1 pmj) after a fixed time
tmn (tmj) with a fixed cost cmn (cmj).
I Replace always returns the system to state 1 with a fixed amount cost crpl
after a fixed maintenance time trpl.
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26. Introduction
Problem Definition
Assumptions
I If the system is identified as good, "do nothing" action is required;
otherwise decision maker may choose other actions.
I Minor (Major) repair takes the system to state 1, with probability pmn (pmj),
and to state 2 with probability qmn = 1 pmn (qmj = 1 pmj) after a fixed time
tmn (tmj) with a fixed cost cmn (cmj).
I Replace always returns the system to state 1 with a fixed amount cost crpl
after a fixed maintenance time trpl.
I The system is not in working condition during repair or replace and hence,
the inspection cost does not occur.
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 9 / 35
27. Introduction
Problem Definition
Assumptions
I If the system is identified as good, "do nothing" action is required;
otherwise decision maker may choose other actions.
I Minor (Major) repair takes the system to state 1, with probability pmn (pmj),
and to state 2 with probability qmn = 1 pmn (qmj = 1 pmj) after a fixed time
tmn (tmj) with a fixed cost cmn (cmj).
I Replace always returns the system to state 1 with a fixed amount cost crpl
after a fixed maintenance time trpl.
I The system is not in working condition during repair or replace and hence,
the inspection cost does not occur.
I The system state is known instantaneously after each repair.
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28. Introduction
Problem Definition
Maintenance Policies
Five available maintenance policies are proposed shown to emphasise how
the maintenance parameters affect the optimum inspection period and policy.
Table: Policy Description
Policy State 1 State 2 State 3
⇧1 Do nothing Do nothing Replacement
⇧2 Do nothing Do nothing Major repair
⇧3 Do nothing Minor repair Major repair
⇧4 Do nothing Minor repair Replacement
⇧5 Do nothing Replacement Replacement
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29. Introduction
Problem Definition
Optimization criteria
Optimizing the maintenance policies is based on Renewal Theory.
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30. Introduction
Problem Definition
Optimization criteria
Optimizing the maintenance policies is based on Renewal Theory.
I A cycle ends (a renewal) after a maintenance of the failed system,
while the maintenance brings the system to "good" state.
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31. Introduction
Problem Definition
Optimization criteria
Optimizing the maintenance policies is based on Renewal Theory.
I A cycle ends (a renewal) after a maintenance of the failed system,
while the maintenance brings the system to "good" state.
I Then cost rate is the ratio of the expected total cost occurred during
the renewal cycle over the expected cycle length.
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32. Introduction
Problem Definition
Optimization criteria
Optimizing the maintenance policies is based on Renewal Theory.
I A cycle ends (a renewal) after a maintenance of the failed system,
while the maintenance brings the system to "good" state.
I Then cost rate is the ratio of the expected total cost occurred during
the renewal cycle over the expected cycle length.
I The objective is when to inspect the system periodically and what
action to be made by minimizing the expected cost rate in the long run.
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33. Mathematical Formulations
Mathematical Calculations
Transition probabilities
Let Xij be the holding time between state i = {1, 2, 3} and state j = {2, 3} .
By Poisson arrivals assumption leads to:
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34. Mathematical Formulations
Mathematical Calculations
Transition probabilities
Let Xij be the holding time between state i = {1, 2, 3} and state j = {2, 3} .
By Poisson arrivals assumption leads to:
P11(⌧) = P{min{X12, X13} > ⌧} = e 1⌧
(2)
P12(⌧) = P{X12 ⌧, X12 < X13, X12 + X23 > ⌧}
=
8
>><
>>:
12 e 2⌧ ⌧, 1 2 = 0
12
1 2
e 2⌧ e 1⌧ , 1 2 6= 0
(3)
P13(⌧) = P{X12 ⌧, X12 < X13, X12 + X23 ⌧}
=
8
>><
>>:
1 e 1⌧
12 e 2⌧ ⌧, 1 = 2
1 e 1⌧ 12
1 2
e 2⌧ + e 1⌧ , 1 6= 2
(4)
where the total transition rate out of a state 1 is 1 = 12 + 13 and of state 2
is 2 = 23.
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35. Mathematical Formulations
Mathematical Calculations
Expected downtime
I How long ago could the failure have first been noticed
by an inspection?
1
Inspection time
kτ
At the time system fails
τ' Downtime
3
Inspection time
(k+1)τ
Figure: Downtime
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36. Mathematical Formulations
Mathematical Calculations
Expected downtime
D1(⌧) : the expected downtime within an inspection period, ⌧ , of the system
initially found at state 1
D2(⌧) : the expected downtime within an inspection period, ⌧ , of the system
initially found at state 2
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37. Mathematical Formulations
Mathematical Calculations
Expected downtime
D1(⌧) : the expected downtime within an inspection period, ⌧ , of the system
initially found at state 1
D2(⌧) : the expected downtime within an inspection period, ⌧ , of the system
initially found at state 2
D1(⌧) = DQ
(⌧) Q(⌧) + DH
(⌧) H(⌧) (5)
where
1
Inspection period, τ
32
Q(τ)
H(τ)
3
𝐏𝟑𝟑(τ)
Figure: Downtime
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 14 / 35
38. Mathematical Formulations
Mathematical Calculations
Expected downtime
DQ
(⌧) = ⌧ E[X13 | X13 ⌧, X13 < X12 ] =
⌧
1 e 1⌧
1
1
(6)
DH
(⌧) = ⌧ E[X12 | X12 ⌧, X12 < X13, X12 + X23 ⌧]
E[X23 | X12 ⌧, X12 < X13, X12 + X23 ⌧]
=
8
>>>><
>>>>:
⌧ 2
1
+e 1⌧
⇣
2
1
+⌧
⌘
1 e 1⌧
1e 1⌧ ⌧
, 1 2 = 0
( 1 2)
⇣
⌧ 1
1
1
2
⌘
1 2 1e 2⌧ + 2e 1⌧ +
e 2⌧
⇣
1
2
⌘
e 1⌧
⇣
2
1
⌘
1 2 1e 2⌧ + 2e 1⌧ , 1 2 6= 0
(7)
D2(⌧) = ⌧
1 e 2⌧
2
(8)
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39. Mathematical Formulations
Mathematical Calculations
Average cost rate
Let i(⌧) be the cost rate for ⇡i, i = 0, .., 5,
The first aim is to calculate each i(⌧) via optimizing the inspection
interval time ⌧.
The second is to determinate the optimal policy with the correspon-
ding minimum cost rate.
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40. Mathematical Formulations
Mathematical Calculations
Average cost rate
For 8 ⇡i, i = 1, .., 5, we define
Li
j(⌧) as the expected time length the system spends to state 1 from
state j = {1, 2, 3}, and
Ci
j(⌧) as the expected maintenance cost the system spends to state
1 from state j = {1, 2, 3}.
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41. Mathematical Formulations
Mathematical Calculations
Average cost rate
The cost rate of the system is then
i(⌧) =
Ci
1(⌧)
Li
1(⌧)
+ (⌧) (9)
where (⌧) is the inspection cost per time which is a non increasing
function of time interval between two consecutive inspections such that
lim
⌧!0
(⌧) = K < 1 ve lim
⌧!1
(⌧) = 0 (10)
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42. Mathematical Formulations
Mathematical Calculations
Average cost rate
Cycle Length
Li
1(⌧) =
1
1 P11(⌧)
⇥
⌧ + P12(⌧)Li
2(⌧) + P13(⌧)Li
3(⌧)
⇤
(11)
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43. Mathematical Formulations
Mathematical Calculations
Average cost rate
Cycle Length
Li
1(⌧) =
1
1 P11(⌧)
⇥
⌧ + P12(⌧)Li
2(⌧) + P13(⌧)Li
3(⌧)
⇤
(11)
where
Li
2(⌧) =
8
>>>><
>>>>:
1
1 P22(⌧)
⇥
⌧ + P23(⌧)Li
3(⌧)
⇤
i = 1, 2
tmn
pmn
i = 3, 4
trpl i = 5
(12)
Li
3(⌧) =
8
<
:
tmj + 1 pmj Li
2(⌧) i = 3, 4
trpl i = 5
(13)
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44. Mathematical Formulations
Mathematical Calculations
Average cost rate
Cycle Cost
Ci
1(⌧) =
1
1 P11(⌧)
⇥
P12(⌧)Ci
2(⌧) + P13(⌧) cdD1(⌧) + Ci
3(⌧)
⇤
(14)
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45. Mathematical Formulations
Mathematical Calculations
Average cost rate
Cycle Cost
Ci
1(⌧) =
1
1 P11(⌧)
⇥
P12(⌧)Ci
2(⌧) + P13(⌧) cdD1(⌧) + Ci
3(⌧)
⇤
(14)
where
Ci
2(⌧) =
8
>>><
>>>:
cdD2(⌧) + Ci
3(⌧), i = 1, 2
cmn+tmn[cd (⌧)]
pMn
, i = 3, 4
crpl + trpl [cd (⌧)], i = 5
(15)
Ci
3(⌧) =
8
>>><
>>>:
cmj + tmj [cd (⌧)]
+(1 pmj)Ci
2(⌧), i = 3, 4
crpl + trpl [cd (⌧)], i = 5
(16)
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 20 / 35
46. Optimal Inspection Time and Optimal Policy
Optimization Criteria
For any ⌧ 2 (0, 1), the parameters in (11-16) are all positive and finite,
then the cost rate is both positive and finite.
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 21 / 35
47. Optimal Inspection Time and Optimal Policy
Optimization Criteria
For any ⌧ 2 (0, 1), the parameters in (11-16) are all positive and finite,
then the cost rate is both positive and finite.
We need to examine the behaviour of the cost rate as
⌧ ! 0 (continuous inspection) and ⌧ ! 1 (never inspect)
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 21 / 35
48. Optimal Inspection Time and Optimal Policy
Optimization Criteria
Continuous inspection
I Continuously inspection ensures that the system state is always
known.
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 22 / 35
49. Optimal Inspection Time and Optimal Policy
Optimization Criteria
Continuous inspection
I Continuously inspection ensures that the system state is always
known.
I Failure is detected as soon as the system fails.
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 22 / 35
50. Optimal Inspection Time and Optimal Policy
Optimization Criteria
Continuous inspection
I Continuously inspection ensures that the system state is always
known.
I Failure is detected as soon as the system fails.
I The cost rate becomes
i(0) =
Ci
1(0)
Li
1(0)
+ K (17)
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 22 / 35
51. Optimal Inspection Time and Optimal Policy
Optimization Criteria
Continuous inspection
The cycle length leads to:
Li
1(0) =
12
1
1
12
+ Li
2(0) +
13
1
1
13
+ Li
3(0) (18)
where
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 23 / 35
52. Optimal Inspection Time and Optimal Policy
Optimization Criteria
Continuous inspection
The cycle length leads to:
Li
1(0) =
12
1
1
12
+ Li
2(0) +
13
1
1
13
+ Li
3(0) (18)
where
Li
2(0) =
8
>>><
>>>:
1
2
+ Li
3(0), i = 1, 2
tmn
pmn
, i = 3, 4
trpl, i = 5
(19)
Li
3(0) =
8
<
:
tmj + (1 pmj)Li
2(0), i = 3, 4
trpl, i = 5
(20)
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 23 / 35
53. Optimal Inspection Time and Optimal Policy
Optimization Criteria
Continuous inspection
The cycle maintenance cost leads to:
Ci
1(0) =
12
1
Ci
2(0) +
13
1
Ci
3(0) (21)
where
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 24 / 35
54. Optimal Inspection Time and Optimal Policy
Optimization Criteria
Continuous inspection
The cycle maintenance cost leads to:
Ci
1(0) =
12
1
Ci
2(0) +
13
1
Ci
3(0) (21)
where
Ci
2(0) =
8
>>><
>>>:
Ci
3(0), i = 1, 2
cmn+tmn(cd K)
pmn
, i = 3, 4
crpl + trpl(cd K), i = 5
(22)
Ci
3(0) =
8
<
:
cmj + tmj(cd K) + (1 pmj) Ci
2(0), i = 3, 4
crpl + trpl(cd K), i = 5
(23)
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 24 / 35
55. Optimal Inspection Time and Optimal Policy
Optimization Criteria
Never inspect
When ⌧ ! 1, the failure of the system occurs with probability 1 which
leads that the cycle cost consists of only downtime cost and inspection
cost.
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 25 / 35
56. Optimal Inspection Time and Optimal Policy
Optimization Criteria
Never inspect
When ⌧ ! 1, the failure of the system occurs with probability 1 which
leads that the cycle cost consists of only downtime cost and inspection
cost.
The cost rate becomes
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 25 / 35
57. Optimal Inspection Time and Optimal Policy
Optimization Criteria
Never inspect
When ⌧ ! 1, the failure of the system occurs with probability 1 which
leads that the cycle cost consists of only downtime cost and inspection
cost.
The cost rate becomes
lim
⌧!1
i(⌧) = lim
⌧!1
hcdD1(⌧)
⌧
+ (⌧)
i
= cd + lim
t!1
(⌧)
= cd (24)
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 25 / 35
58. Optimal Inspection Time and Optimal Policy
Optimization Criteria
Never inspect
When ⌧ ! 1, the failure of the system occurs with probability 1 which
leads that the cycle cost consists of only downtime cost and inspection
cost.
The cost rate becomes
lim
⌧!1
i(⌧) = lim
⌧!1
hcdD1(⌧)
⌧
+ (⌧)
i
= cd + lim
t!1
(⌧)
= cd (24)
I i(⌧) is a continuous function and bounded on [0, min{ (0), i(1)}]
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59. Optimal Inspection Time and Optimal Policy
Optimization Criteria
Corollary 1
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60. Optimal Inspection Time and Optimal Policy
Optimization Criteria
Corollary 1
If there exists 9 ⌧ 2 [0, 1) such that i(⌧) < cd, then an optimal
inspection interval of each policy exists such that
⌧⇤
i 2 1
i ([0, min{ i(0), i(1)}])
otherwise , all policies converge each other (cd) in the long run.
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 26 / 35
61. Optimal Inspection Time and Optimal Policy
Optimization Criteria
Corollary 1
If there exists 9 ⌧ 2 [0, 1) such that i(⌧) < cd, then an optimal
inspection interval of each policy exists such that
⌧⇤
i 2 1
i ([0, min{ i(0), i(1)}])
otherwise , all policies converge each other (cd) in the long run.
Corollary 2
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62. Optimal Inspection Time and Optimal Policy
Optimization Criteria
Corollary 1
If there exists 9 ⌧ 2 [0, 1) such that i(⌧) < cd, then an optimal
inspection interval of each policy exists such that
⌧⇤
i 2 1
i ([0, min{ i(0), i(1)}])
otherwise , all policies converge each other (cd) in the long run.
Corollary 2
If cd = 1 and other cost parameters set to zero, the average cost rate
gives the system unavailability.
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 26 / 35
63. Numerical Example
Numerical Example
We present several numerical examples which illustrate how system
parameters (transition rates, maintenance cots and times) could affect the
optimum inspection period and the optimum maintenance policy as well.
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 27 / 35
64. Numerical Example
Numerical Example
We present several numerical examples which illustrate how system
parameters (transition rates, maintenance cots and times) could affect the
optimum inspection period and the optimum maintenance policy as well.
Consider the deterioration model with inspection cost function as
(⌧) = Ke 0.1⌧
. Other input parameters are shown below of illustrated figures.
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 27 / 35
65. Numerical Example
Numerical Example
Transition rates
Replacement
Minor
Repair
Major
Repair
Fixed cost 750 300 500
Time to
maintenance
1 0.5 2
Probability of repair-
success
1 0.9 0.6
Inspection cost
parameter
1000
Figure: Relationships between transition rates and inspection interval
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69. Numerical Example
Numerical Example
Maintenance probabilities
Probability of Major
repair-success, 𝐩 𝐦𝐣
1
0,8
0,6
0,4
0,2
0,2 0,4 0,6 0,8 1 0,2 0,4 0,6 0,8 1
1
0,8
0,6
0,4
0,2
0,2 0,4 0,6 0,8 1 0,2 0,4 0,6 0,8 1
𝛑 𝟎
𝛑 𝟏
𝛑 𝟐
𝛑 𝟑
𝛑 𝟒
𝛑 𝟓
Probability of Minor
repair-success, 𝐩 𝐦𝐧
I. 𝐜 𝐫𝐩𝐥 = 𝟓𝟎𝟎 II. 𝐜 𝐫𝐩𝐥 = 𝟔𝟓𝟎
III. 𝐜 𝐫𝐩𝐥 = 𝟕𝟓𝟎 IV. 𝐜 𝐫𝐩𝐥 = 𝟏𝟎𝟎𝟎
Replace
ment
Minor
Repair
Major
Repair
Fixed
cost
𝐜 𝐫𝐩𝐥 150 500
Time to
maintenance
1 0.5 2
Probability
of repair-
success
1 𝐩 𝐦𝐧 𝐩 𝐦𝐣
Inspection cost
parameter
1000
Down Time Cost 400
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70. Numerical Example
Numerical Example
Maintenance times
Maintenance time
for major repair, 𝐭 𝐦𝐣
Replace
ment
Minor
Repair
Major
Repair
Fixed
cost
750 150 500
Time to
maintenance
𝐭 𝐫𝐩𝐥 𝐭 𝐦𝐣 𝐭 𝐦𝐧
Probability
of repair-
success
1 0.9 0.6
Maintenance time
for minor repair,
𝐭 𝐦𝐧
Inspection cost
parameter
1000
Downtime Cost 400
𝛑 𝟎
𝛑 𝟏
𝛑 𝟐
𝛑 𝟑
𝛑 𝟒
𝛑 𝟓
I. 𝐭 𝐫𝐩𝐥 = 𝟎. 𝟎𝟏
II. 𝐭 𝐫𝐩𝐥 = 𝟎. 𝟏
III. 𝐭 𝐫𝐩𝐥 = 𝟎. 𝟓
IV. 𝐭 𝐫𝐩𝐥 = 𝟏
2,5
2
1,5
1
0,5
0,5 1 1,5 2 2,5 0,5 1 1,5 2 2,5
2,5
2
1,5
1
0,5
0,5 1 1,5 2 2,5 0,5 1 1,5 2 2,5
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71. Numerical Example
Thank you!
Salih Tekin N. Onur Bakır, Bü¸sra Kele¸s (TOBB University of Economics and Technology Ankara, Turkey)Maintenance Policies For A Deterioration System Subject To Non-Self-Announcing FailuresJune 6, 2014 34 / 35
72. References
References
Barlow, R., Hunter, L., Optimum preventive maintenance policies. Operations Research , 8 (1): 90-100, 1960
Barlow, R.E., Proschan, F., Mathematical theory of reliability. New York: Wiley 1965
Luss, H., Maintenance policies when deterioration can be observed by inspections. Operation Research, 24 (2): 359–366,
1976
Zuckerman, D., Inspection and replacement policies. Applied Probability, 17 (1): 168–177, 1980
Christer, A.H., Waller, W.M, Delay time models of industrial inspection maintenance models. Operational Research
Society, 35 (5): 401–406, 1984
Chelbi, A., Ait-Kadi, D., Replacement strategy for non self announcing failure equipment. Emerging Technologies and
Factory Automation 1, pp.423-430, 1994
Chelbi, A., Ait-Kadi, D., An optimal inspection strategy for randomly failing equipment. Reliability Engineering and System
Safety 63 (2), pp.127-131, 1999
Klutke, G.A., Yang, Y., The availability of inspected systems subject to shocks and graceful degradation. IEEE Transition
Reliability, 51 (3), pp.371-374, 2002
Wang, W., An inspection model for a process with two types of inspections and repairs. Reliability Engineering and
System Safety, 94 : 526–533, 2008.
Wang, W., An inspection model based on a three-stage failure process. Reliability Engineering and System Safety, 96
:838–848, 2011.
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