A preventive maintenance policy for a continuously monitored system with correlated wear indicators

European Journal of Operational Research, Volume 222, Issue 2, 16 October 2012, Pages 263-272
Sophie Mercier, Hai Ha Pham

Universite de Pau et des Pays de l’Adour, Laboratoire de Mathematiques et de leurs Applications – Pau (UMR CNRS 5142), Batiment IPRA, Avenue de l’Universite, F-64013 PAU cedex, France

Abstract

Acontinuously monitored system is considered, that gradually and stochastically deteriorates according to a bivariate non-decreasing Levy process. The system is considered as failed as soon as its bivariate deterioration level enters a failure zone, assumed to be an upper set. A preventive maintenance policy is proposed, which involves a delayed replacement, triggered by the reaching of some preventive zone for the system deterioration level. The preventive maintenance policy is assessed through a cost function on an infinite horizon time. The cost function is provided in full form, and tools are provided for its numerical computation. The influence of different parameters on the cost function is studied, both from a theoretical and/or numerical point of view.

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