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Optimal stopping for the predictive maintenance of a structure subject to corrosion

Author

Listed:
  • B de Saporta
  • F Dufour
  • H Zhang
  • C Elegbede

Abstract

This paper presents a numerical method to compute the optimal maintenance time for a complex dynamic system applied to an example of maintenance of a metallic structure subject to corrosion. An arbitrarily 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 too-simple maintenance policies. To achieve this aim, the system is modelled by a stochastic hybrid process. The maintenance problem thus corresponds to an optimal stopping problem. A numerical method is proposed to solve the optimal stopping problem and optimize the maintenance time for this kind of process.

Suggested Citation

  • B de Saporta & F Dufour & H Zhang & C Elegbede, 2012. "Optimal stopping for the predictive maintenance of a structure subject to corrosion," Journal of Risk and Reliability, , vol. 226(2), pages 169-181, April.
    • Handle: RePEc:sae:risrel:v:226:y:2012:i:2:p:169-181
    DOI: 10.1177/1748006X11413681
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    Cited by:

    1. Peter Kritzer & Gunther Leobacher & Michaela Szolgyenyi & Stefan Thonhauser, 2017. "Approximation methods for piecewise deterministic Markov processes and their costs," Papers 1712.09201, arXiv.org, revised Jan 2019.
    2. de Saporta, Benoîte & Zhang, Huilong, 2013. "Predictive maintenance for the heated hold-up tank," Reliability Engineering and System Safety, Elsevier, vol. 115(C), pages 82-90.

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