A Note on Gradient Estimation for Maintenance Systems

B.F. Heidergott; T. Yuan

doi:10.1109/TAC.2007.908333

A Note on Gradient Estimation for Maintenance Systems

B.F. Heidergott, T. Yuan

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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 language	English
Pages (from-to)	2141-2145
Journal	IEEE Transactions on Automatic Control
Volume	52
DOIs	https://doi.org/10.1109/TAC.2007.908333
Publication status	Published - 2007

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10.1109/TAC.2007.908333

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title = "A Note on Gradient Estimation for Maintenance Systems",

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. {\textcopyright} 2007 IEEE.",

author = "B.F. Heidergott and T. Yuan",

year = "2007",

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AB - 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.

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DO - 10.1109/TAC.2007.908333

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JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

ER -

A Note on Gradient Estimation for Maintenance Systems

Abstract

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