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On maintained systems operating in a random environment

Part of: Special processes Stochastic analysis

Published online by Cambridge University Press:  14 July 2016

Martin A. Wortman  and
Georgia-Ann Klutke
Martin A. Wortman*
Affiliation:
Texas A&M University
Georgia-Ann Klutke*
Affiliation:
University of Texas at Austin
*
∗ Postal address: Department of Industrial Engineering, Texas A&M University, College Station, TX 77843–3131, USA.
∗∗ Postal address: Graduate Program in Operations Research, Department of Mechanical Engineering, University of Texas at Austin, Austin, TX 78712–1063, USA.
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Abstract

This paper examines the availability of a maintained system where the rate of deterioration is governed by an exogenous random environment. We provide a qualitative result that exposes the relationship between remaining lifetime, environment, and repairs. This result leads to simple bounds that can be used to choose inspection rates that guarantee a specified level of availability. The principal result requires no specific distributional assumptions, is intuitively appealing and can be directly applied by practitioners. Our development employs techniques from stochastic calculus.

Keywords

AVAILABILITYINSPECTIONREPLACEMENT

MSC classification

Primary: 60K10: Applications (reliability, demand theory, etc.)
Secondary: 60H20: Stochastic integral equations
Type
Short Communications
Information
Journal of Applied Probability , Volume 31 , Issue 2 , June 1994 , pp. 589 - 594
Copyright
Copyright © Applied Probability Trust 1994 

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