OPTIMAL REPLACEMENT FOR DISCRETE ADDITIVE DAMAGE MODELS: ALGORITHM

摘要

A system receives shocks at successive random points of discrete time,and each shock causes a positive integer-valued random amount of damage which accumulates on the system one after another.The system is subject to failure and it fails once the total cumulative damage level first exceeds a fixed threshold. Upon failure the system must be replaced by a new and identical one and a cost is incurred. If the system is replaced before failure, a smaller cost is incurred. In previous work, under some assumptions,we specified a replacement rule which minimizes the long-run (expected) average cost per unit time and possesses control limit property. In this paper, a general algorithm for such models is developed.