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A note on gradient estimation for maintenance systems

delete2007-11-01
delete2
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OA
AI
B
Bernd Heidergott *
T
Taoying Yuan
DOI：10.1109/TAC.2007.908333delete
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Abstract

Abstract

En 中文
This technical note addresses gradient estimation for the cost performance of a two-component maintenance system with respect to the threshold parameter of an age replacement policy. We derive a new gradient estimator based on the measure-valued differentiation (MVD) approach. The performance of the phantom estimator is compared with that of the known smoothed perturbation analysis (SPA) estimator. We show that the phantom estimator has a lower variance, and requires less computational effort than the SPA estimator.
Keywords:
gradient estimation
maintenance
measure-valued differentiation (MVD)
simulation
smoothed perturbation analysis (SPA)
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Journal

IEEE Transactions on Automatic Control cover
IEEE Transactions on Automatic Control
IF:
7
Papers:
1.3W
Citations:
6.7W

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