We consider a complex system consisting of N identical components that are expected to function properly during a given period (mission time). Due to the possibility of failure before completion of the mission time, o...
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We consider a complex system consisting of N identical components that are expected to function properly during a given period (mission time). Due to the possibility of failure before completion of the mission time, one allows for maintenance as well as burn-in, the latter in order to cope with the problem of "infant mortality". We present a two-level (Bayesian) dynamicprogramming approach to determine the optimal timing of the maintenance interventions and durations of burn-in, including maintenance-induced burn-in. We also discuss ways to reduce the "curse of dimensionality".
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