An optimal control problem for the maintenance of a machine

Mario Lefebvre and Peiman Pazhoheshfar

International Journal of Systems Science, 2022, vol. 53, issue 15, 3364-3373

Abstract: A controlled discrete-time stochastic process is proposed as a model for the state of a machine. In the proposed model, normal and random wear of the machine are considered. The random wear of the machine during a time unit can be either a discrete or a continuous random variable. The objective is to find a control policy that maximises the profits generated by the machine over its useful lifetime. In this problem, the optimiser must decide whether to do or not to do the maintenance work on the machine at each time unit. The significance of the paper is that the final time in the optimal control problem is a random variable denoting the first time the machine must be replaced. To obtain the optimal control, one can try to solve the dynamic programming equation, which reduces to a difference or an integral equation, satisfied by the value function. Finally, particular cases are solved exactly, or approximately, and explicitly to demonstrate and validate the proposed model.

Date: 2022
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DOI: 10.1080/00207721.2022.2083258

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