The failure probability speed-up estimation in controllable degradation system
Sprache des Vortragstitels:
Englisch
Original Tagungtitel:
10th International Conference on Mathematical Methods in Reliability (MMR 2017)
Sprache des Tagungstitel:
Englisch
Original Kurzfassung:
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.
Forschungs-