Title :
Stochastic optimization for control of maintenance systems
Author :
Farenhorst-Yuan, Taoying ; Heidergott, Bernd
Author_Institution :
Dept. of Econ. & Oper. Res., VU Univ. Amsterdam, Amsterdam
Abstract :
This paper addresses stochastic optimization of a multi-component maintenance system. In particular, we present a novel phantom gradient estimator called CPhET. We compare the performance of the CPhET estimator with that of the general purpose method simultaneous perturbation (SP). Our results indicate that CPhET is more suitable than SP for sensitivity analysis of moderately sized systems. In addition, CPhET is preferable to SP for optimization of systems if the dimension of the vector of control parameters is small.
Keywords :
estimation theory; gradient methods; maintenance engineering; optimisation; sensitivity analysis; stochastic processes; CPhET estimator; gradient estimator; maintenance system control; multicomponent maintenance system; sensitivity analysis; simultaneous perturbation; stochastic optimization; Control systems; Convergence; Costs; Discrete event systems; Finite difference methods; Helium; Imaging phantoms; Sensitivity analysis; Stochastic systems; Terminology;
Conference_Titel :
Discrete Event Systems, 2008. WODES 2008. 9th International Workshop on
Conference_Location :
Goteborg
Print_ISBN :
978-1-4244-2592-1
Electronic_ISBN :
978-1-4244-2593-8
DOI :
10.1109/WODES.2008.4605928
