Optimal stopping for predictive maintenance of a structure subject to corrosion

Benoîte de Saporta; François Dufour; Huilong Zhang; Charles Elegbede

hal-00554759, version 1

Optimal stopping for predictive maintenance of a structure subject to corrosion

Benoîte de Saporta ^1, 2, 3, François Dufour ^1, 2, Huilong Zhang ^1, 2, Charles Elegbede ⁴

Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability 226, 2 (2012) pp169-181

Abstract: We present a numerical method to compute the optimal maintenance time for a complex dynamic system. An 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 two extreme maintenance policies. To achieve this aim, we model the system by a stochastic hybrid process and propose a numerical method to optimize the maintenance time for this kind of processes. Mathematically, this is an optimal stopping problem. We apply our algorithm to the example of maintenance of a metallic structure subject to corrosion.

1: Institut de Mathématiques de Bordeaux (IMB)
CNRS : UMR5251 – Université Sciences et Technologies - Bordeaux I – Université Victor Segalen - Bordeaux II
2: CQFD (INRIA Bordeaux - Sud-Ouest)
INRIA – Université Sciences et Technologies - Bordeaux I – Université Victor Segalen - Bordeaux II – CNRS : UMR5251
3: Groupe de Recherche en Economie Théorique et Appliquée (GREThA)
CNRS : UMR5113 – Université Montesquieu - Bordeaux IV
4: ASTRIUM
EADS

hal-00554759, version 1
http://hal.archives-ouvertes.fr/hal-00554759
oai:hal.archives-ouvertes.fr:hal-00554759
From: Benoîte De Saporta <>
Submitted on: Tuesday, 11 January 2011 12:00:21
Updated on: Friday, 11 May 2012 11:25:41

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arXiv: 1101.1740

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