The failure probability speed-up estimation in controllable degradation system

Description

We consider a degradation process composed by a sum of successive phases, where maintenance repair is used to prevent an instantaneous failure. Calculation of the failure probability and other characteristics is critically important to provide an optimal control for the repair. If the degradation process is Markovian one, then required steady-state performance measures are analytically available, however, it is a problem for a non-Markov process. As a result, in general case we need to use a simulation. We treat the degradation process as a regenerative process and consider a modification of the splitting method for speed-up estimation of the stationary performance for the degradation process. The proposed approach is illustrated by construction the point and interval estimates by means of the regenerative simulation.

Period	04 Jul 2017
Event title	10th International Conference on Mathematical Methods in Reliability (MMR 2017)
Event type	Conference
Location	FranceShow on map