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This paper deals with the assessment of the performance of a system under a finite planning horizon. The system is subject to two dependent causes of failure: internal degradation and sudden shocks. We assume that internal degradation…

Systems and Control · Electrical Eng. & Systems 2024-09-21 Nuria Caballé , Inma T. Castro

This papers deals with the constrained discounted control of piecewise deterministic Markov process (PDMPs) in general Borel spaces. The control variable acts on the jump rate and transition measure, and the goal is to minimize the total…

Optimization and Control · Mathematics 2014-02-26 Oswaldo Costa , François Dufour

Piecewise deterministic Markov processes (PDMPs) are a class of stochastic processes with applications in several fields of applied mathematics spanning from mathematical modeling of physical phenomena to computational methods. A PDMP is…

Probability · Mathematics 2022-09-30 Andrea Bertazzi , Joris Bierkens , Paul Dobson

Piecewise deterministic Markov processes (PDMPs) are a class of continuous-time Markov processes that were recently used to develop a new class of Markov chain Monte Carlo algorithms. However, the implementation of the processes is…

Computation · Statistics 2024-08-08 Charly Andral , Kengo Kamatani

In this paper, we introduce a time-continuous production model that enables random machine failures, where the failure probability depends historically on the production itself. This bidirectional relationship between historical failure…

Probability · Mathematics 2019-12-13 Stephan Knapp , Simone Göttlich

In this paper we describe a general approach to optimal imperfect maintenance activities of a repairable equipment with independent components. Most of the existing works on optimal imperfect maintenance activities of a repairable equipment…

Optimization and Control · Mathematics 2024-12-12 Rubén Mullor , Julio Mulero , Mario Trottini

This paper considers a distributed decision-making approach for manufacturing task assignment and condition-based machine health maintenance. Our approach considers information sharing between the task assignment and health management…

Artificial Intelligence · Computer Science 2025-10-22 Ali Nasir , Samir Mekid , Zaid Sawlan , Omar Alsawafy

Considering the close interaction between spare parts logistics and maintenance planning, this paper presents a model for joint optimization of multi-location spare parts supply chain and condition-based maintenance under predictive and…

Optimization and Control · Mathematics 2018-10-17 Morteza Soltani

We consider a piecewise deterministic Markov decision process, where the expected exponential utility of total (nonnegative) cost is to be minimized. The cost rate, transition rate and post-jump distributions are under control. The state…

Optimization and Control · Mathematics 2017-11-22 Xin Guo , Yi Zhang

Piecewise deterministic Markov processes (PDMPs) can be used to model complex dynamical industrial systems. The counterpart of this modeling capability is their simulation cost, which makes reliability assessment untractable with standard…

Computation · Statistics 2023-06-08 Guillaume Chennetier , Hassane Chraibi , Anne Dutfoy , Josselin Garnier

This paper highlights the importance of maintenance techniques in the coming industrial revolution, reviews the evolution of maintenance techniques, and presents a comprehensive literature review on the latest advancement of maintenance…

Signal Processing · Electrical Eng. & Systems 2025-07-25 Tianwen Zhu , Yongyi Ran , Xin Zhou , Yonggang Wen

Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…

Probability · Mathematics 2021-08-03 Alain Durmus , Arnaud Guillin , Pierre Monmarché

Predictive Maintenance (PdM) can only be implemented when the online knowledge of system condition is available, and this has become available with deployment of on-equipment sensors. To date, most studies on predicting the remaining useful…

Systems and Control · Computer Science 2020-03-25 Dongjin Lee , Rong Pan

Predictive maintenance (PdM) is a concept, which is implemented to effectively manage maintenance plans of the assets by predicting their failures with data driven techniques. In these scenarios, data is collected over a certain period of…

Machine Learning · Computer Science 2022-05-20 Archit P. Kane , Ashutosh S. Kore , Advait N. Khandale , Sarish S. Nigade , Pranjali P. Joshi

This paper investigates the random horizon optimal stopping problem for measure-valued piecewise deterministic Markov processes (PDMPs). This is motivated by population dynamics applications, when one wants to monitor some characteristics…

Probability · Mathematics 2018-09-14 Bertrand Cloez , Benoîte de Saporta , Maud Joubaud

This paper develops maintenance policies for a system under condition monitoring. We assume that a number of defects may develop and the degradation process of each defect follows a gamma process, respectively. The system is inspected…

Systems and Control · Electrical Eng. & Systems 2024-09-21 Shaomin Wu , Inma T. Castro

Because failures in distribution systems caused by extreme weather events directly result in consumers' outages, this paper proposes a state-based decision-making model with the objective of mitigating loss of load to improve the…

Optimization and Control · Mathematics 2019-04-02 Chong Wang , Ping Ju , Shunbo Lei , Zhaoyu Wang , Yunhe Hou

In this paper we define an infinite-dimensional controlled piecewise deterministic Markov process (PDMP) and we study an optimal control problem with finite time horizon and unbounded cost. This process is a coupling between a continuous…

Probability · Mathematics 2016-07-20 Vincent Renault , Michèle Thieullen , Emmanuel Trélat

We propose a numerical method to approximate the value function for the optimal stopping problem of a piecewise deterministic Markov process (PDMP). Our approach is based on quantization of the post jump location---inter-arrival time Markov…

Probability · Mathematics 2016-08-14 Benoîte de Saporta , François Dufour , Karen Gonzalez

Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…

Logic in Computer Science · Computer Science 2018-06-14 Sebastian Arming , Ezio Bartocci , Krishnendu Chatterjee , Joost-Pieter Katoen , Ana Sokolova