The recursion relation of preventive maintenance (PM) cycle is built up concerning the concept of effective age and age setback factor proposed in this paper, which illustrates the dynamic relationship between failure...The recursion relation of preventive maintenance (PM) cycle is built up concerning the concept of effective age and age setback factor proposed in this paper, which illustrates the dynamic relationship between failure rate and preventive maintenance activity. And the nonlinear optimal PM policy model satisfying the reliability constraints in finite time horizon following Weibull distribution is proposed. The model built in this paper avoids the shortcoming of steady analytical PM model in infinite time horizon and can be used to aid scheduling the maintenance plan and providing decision supporting for job shop scheduling.展开更多
In this paper,we study mulit-dimensional oblique reflected backward stochastic differential equations(RBSDEs)in a more general framework over finite or infinite time horizon,corresponding to the pricing problem for a ...In this paper,we study mulit-dimensional oblique reflected backward stochastic differential equations(RBSDEs)in a more general framework over finite or infinite time horizon,corresponding to the pricing problem for a type of real option.We prove that the equation can be solved uniquely in L^(p)(1<p≤2)-space,when the generators are uniformly continuous but each component taking values independently.Furthermore,if the generator of this equation fulfills the infinite time version of Lipschitzian continuity,we can also conclude that the solution to the oblique RBSDE exists and is unique,despite the fact that the values of some generator components may affect one another.展开更多
基金Natural Science Foundation of China (No. 59889505)
文摘The recursion relation of preventive maintenance (PM) cycle is built up concerning the concept of effective age and age setback factor proposed in this paper, which illustrates the dynamic relationship between failure rate and preventive maintenance activity. And the nonlinear optimal PM policy model satisfying the reliability constraints in finite time horizon following Weibull distribution is proposed. The model built in this paper avoids the shortcoming of steady analytical PM model in infinite time horizon and can be used to aid scheduling the maintenance plan and providing decision supporting for job shop scheduling.
基金supported by the Natural Science Foundation of Shandong Province(Grant Nos.ZR2022MA079 and ZR2021MG049)the National Social Science Funding of China(Grant No.21CJY027)the TianYuan Special Funds of the National Natural Science Foundation of China(Grant No.11626146)。
文摘In this paper,we study mulit-dimensional oblique reflected backward stochastic differential equations(RBSDEs)in a more general framework over finite or infinite time horizon,corresponding to the pricing problem for a type of real option.We prove that the equation can be solved uniquely in L^(p)(1<p≤2)-space,when the generators are uniformly continuous but each component taking values independently.Furthermore,if the generator of this equation fulfills the infinite time version of Lipschitzian continuity,we can also conclude that the solution to the oblique RBSDE exists and is unique,despite the fact that the values of some generator components may affect one another.
