A Note on Gradient Estimation for Maintenance Systems

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    Abstract

    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. © 2007 IEEE.
    Original languageEnglish
    Pages (from-to)2141-2145
    JournalIEEE Transactions on Automatic Control
    Volume52
    DOIs
    Publication statusPublished - 2007

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