• 제목/요약/키워드: renewal reward processes

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A Note on Renewal Reward Process with Fuzzy Rewards

  • Hong, Dug-Hun;Kim, Jeong-Jin;Do, Hae-Young
    • Journal of the Korean Data and Information Science Society
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    • 제16권1호
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    • pp.165-172
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    • 2005
  • In recently, Popova and Wu(1999) proved a theorem which presents the long-run average fuzzy reward per unit time. In this note, we improve this result. Indeed we will show uniform convergence of a renewal reward processes with respect to the level ${\alpha}$ modeled as a fuzzy random variables.

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RENEWAL AND RENEWAL REWARD THEORIES FOR T-INDEPENDENT FUZZY RANDOM VARIABLES

  • KIM, JAE DUCK;HONG, DUG HUN
    • Journal of applied mathematics & informatics
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    • 제33권5_6호
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    • pp.607-625
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    • 2015
  • Recently, Wang et al. [Computers and Mathematics with Ap-plications 57 (2009) 1232-1248.] and Wang and Watada [Information Sci-ences 179 (2009) 4057-4069.] studied the renewal process and renewal reward process with fuzzy random inter-arrival times and rewards under the T-independence associated with any continuous Archimedean t-norm. But, their main results do not cover the classical theory of the random elementary renewal theorem and random renewal reward theorem when fuzzy random variables degenerate to random variables, and some given assumptions relate to the membership function of the fuzzy variable and the Archimedean t-norm of the results are restrictive. This paper improves the results of Wang and Watada and Wang et al. from a mathematical per-spective. We release some assumptions of the results of Wang and Watada and Wang et al. and completely generalize the classical stochastic renewal theorem and renewal rewards theorem.

Renewal Reward Processes with Fuzzy Rewards and Fuzzy Inter-arrival Times

  • Hong, Dug-Hun;Do, Hae-Young;Park, Jin-Myeong
    • Journal of the Korean Data and Information Science Society
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    • 제17권1호
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    • pp.195-204
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    • 2006
  • In this paper, we consider a renewal process in which both the inter-arrival times and rewards are fuzzy random variables. We prove the uniform levelwise convergence of fuzzy renewal and fuzzy renewal rewards. These results improve the result of Popova and Wu[European J. Oper. Research 117(1999), 606-617] and the main result of Hwang [Fuzzy Sets and Systems 116 (2000), 237-244].

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추계학적 확률과정을 이용한 경사제 피복재의 예방적 유지관리를 위한 조건기반모형 (Condition-Based Model for Preventive Maintenance of Armor Units of Rubble-Mound Breakwaters using Stochastic Process)

  • 이철응
    • 한국해안·해양공학회논문집
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    • 제28권4호
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    • pp.191-201
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    • 2016
  • 추계학적 확률과정을 이용하여 경사제 피복재를 예방적으로 유지관리할 수 있는 조건기반모형을 개발하였다. 완전 보수보강 조건에서 가장 경제적으로 보수보강이 수행되어야 하는 최적의 시점을 결정할 수 있는 모형이다. 본 연구에서 개발된 RRP(Renewal Reward Process) 기반 경제성 모형은 이자율을 고려할 수 있을 뿐만 아니라 기존 연구에서 상수로 취급하던 비용을 시간에 따른 확률변수로 고려할 수 있다. 누적피해와 사용한계 그리고 구조물의 중요도를 모두 고려할 수 있는 함수식을 제시하여 ABM(Age-Based Maintenance)을 CBM(Condition-Based Maintenance)으로 쉽게 확장할 수 있게 하였다. 또한 함수식에 포함된 계수들을 수학적으로 산정할 수 있는 방법도 제시하였다. 두 가지 추계학적 확률과정, WP(Wiener Process)와 GP(Gamma Process)를 이용하여 경사제 사석재를 해석하였다. 사용한계, 이자율 그리고 구조물의 중요도에 따라 시간에 따른 기대총비용율을 산정하여 기대총비용율이 최소가 되는 예방적 유지관리의 최적 시점을 쉽게 추정할 수 있었다. 동일한 사용한계에서 이자율이 높을수록 최적시점은 늦어지고 그에 따라 기대총비용율도 낮아졌다. 또한 상대적으로 GP가 WP보다 더 보수적으로 최적시점을 예측하였다. 마지막으로 동일한 조건에서 구조물의 중요도가 높을수록 더 자주 예방적 보수보강을 실시하여야 한다는 것을 알았다.

Economic Adjustment Design For $\bar{X}$ Control Chart: A Markov Chain Approach

  • Yang, Su-Fen
    • International Journal of Quality Innovation
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    • 제2권2호
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    • pp.136-144
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    • 2001
  • The Markov Chain approach is used to develop an economic adjustment model of a process whose quality can be affected by a single special cause, resulting in changes of the process mean by incorrect adjustment of the process when it is operating according to its capability. The $\bar{X}$ control chart is thus used to signal the special cause. It is demonstrated that the expressions for the expected cycle time and the expected cycle cost are easier to obtain by the proposed approach than by adopting that in Collani, Saniga and Weigang (1994). Furthermore, this approach would be easily extended to derive the expected cycle cost and the expected cycle time for the case of multiple special causes or multiple control charts. A numerical example illustrates the proposed method and its application.

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The Effects of Imprecise Measurement on the Economic Asymmetric $\bar{X}$ and S Control Charts

  • Yang, Su-Fen
    • International Journal of Quality Innovation
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    • 제3권2호
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    • pp.46-56
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    • 2002
  • The presence of imprecise measurement may seriously affect the efficiency of process control and production cost. A cost model is derived to determine the design parameters of the economic asymmetric $\bar{X}$ and S control charts including measurement errors. The effects of imprecise measurement on the performance of the economic asymmetric $\bar{X}$ and S control charts and production cost are examined for the case where the process mean and process standard deviation may change. Application of the proposed control charts is demonstrated through an example. Numerical examples illustrate the effects of imprecise measurement on the design parameters of the proposed control charts. It shows that the imprecision measurement may seriously affrct the ability of the proposed control charts to detect process disturbances quickly, change the sampling frequency, and increase the production cost compared to the control charts excluding measurement errors.