Optimization models and methods under nonstationary uncertainty

Date

2010-08

Authors

Belyi, Dmitriy

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Abstract

This research focuses on finding the optimal maintenance policy for an item with varying failure behavior. We analyze several types of item failure rates and develop methods to solve for optimal maintenance schedules. We also illustrate nonparametric modeling techniques for failure rates, and utilize these models in the optimization methods. The general problem falls under the umbrella of stochastic optimization under uncertainty.

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