Optimal scheduling of fallible inspections
成果类型:
Article
署名作者:
Parmigiani, G
署名单位:
Carnegie Mellon University
刊物名称:
OPERATIONS RESEARCH
ISSN/ISSBN:
0030-364X
DOI:
10.1287/opre.44.2.360
发表日期:
1996
页码:
360-367
关键词:
摘要:
This paper gives the exact optimal solution to the problem of designing inspection schedules with fallible and time-consuming test procedures. The optimality criterion is designed to achieve a balance between the cost of inspections and the cost of undetected failure. The solution is derived in continuous time, with arbitrary failure distribution, and is based on infinite-horizon dynamic programming with time-dependent utilities, and with an additional optimization with respect to initial conditions. Results include uniqueness and monotonicity properties of the optimal solution, as well as computational algorithms.