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. Calcu-
lation of the failure probability and other characteristics is critically impor-
tant to provide an optimal control for the repair. If the degradation process
is Markovian one, then required steady-state performance measures are ana-
lytically 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 modi cation of the splitting
method for speed-up estimation of the stationary performance for the degra-
dation process. The proposed approach is illustrated by construction the point
and interval estimates by means of the regenerative simulation.
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