Name
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. |
Year | DOI | Venue |
|---|---|---|
2007 | 10.1109/TAC.2007.908333 | Automatic Control, IEEE Transactions |
Keywords | Field | DocType |
gradient methods,maintenance engineering,perturbation techniques,age replacement policy,gradient estimation,measure-valued differentiation approach,phantom estimator,smoothed perturbation analysis estimator,two-component maintenance system,Gradient estimation,maintenance,measure-valued differentiation (MVD),simulation,smoothed perturbation analysis (SPA) | Efficient estimator,Minimum-variance unbiased estimator,Mathematical optimization,Stein's unbiased risk estimate,Mean squared error,Bias of an estimator,Trimmed estimator,Mathematics,Estimator,Consistent estimator | Journal |
Volume | Issue | ISSN |
52 | 11 | 0018-9286 |
Citations | PageRank | References |
1 | 0.36 | 2 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Bernd Heidergott | 1 | 127 | 23.31 |
| Taoying Farenhorst-Yuan | 2 | 29 | 3.21 |