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Journal Articles Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability Year : 2012

Optimal stopping for predictive maintenance of a structure subject to corrosion

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.

Dates and versions

hal-00554759 , version 1 (11-01-2011)

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Benoîte de Saporta, François Dufour, Huilong Zhang, Charles Elegbede. Optimal stopping for predictive maintenance of a structure subject to corrosion. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 2012, 226 (2), pp169-181. ⟨hal-00554759⟩
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