We consider a system the state of which is represented by the value of a unique variable. The state of the system can be observed at regular intervals of time. It evolves from one instant to the next one according to an exponential distribution. The system breakdowns if the state exceeds a given limit. In this case, it must be repaired, which results to a repair cost. It is also possible to maintain the system, i.e. to inspect it and, if required, adjust it before it breaks down. This results in a maintenance cost usually much smaller than the repair cost. We aim at defining a warning-value less than the breakdown limit such that, if the state lays between the warning value and the breakdown limit, a maintenance operation is performed to the system. The goal is to minimize the average cost.