Observatorio de I+D+i UPM

Memorias de investigación
Communications at congresses:
RESTART SIMULATION OF NON-MARKOV CONSECUTIVE-K-OUT-OF-N: F REPAIRABLE SYSTEMS
Year:2008
Research Areas
  • Operative research,
  • Statistics
Information
Abstract
The reliability of consecutive-k-out-of-n: F repairable systems and (k-1)-step Markov dependence is studied. The model analyzed in this paper is more general than those of previous studies given that repair time and component lifetimes are random variables that follow a general distribution. The system has one repair service which adopts a priority repair rule based on system failure risk. Since crude simulation has proved to be inefficient for highly-dependable systems, the RESTART method was used for the estimation of steady-state unavailability, MTBF and unreliability. Probabilities up to the order of 10-16 have been accurately estimated with little computational effort. In this method, a number of simulation retrials are performed when the process enters regions of the state space where the chance of occurrence of a rare event (e.g., a system failure) is higher. The main difficulty for the application of this method is to find a suitable function, called the importance function, to define the regions. Given the simplicity involved in changing some model assumptions with RESTART, the importance function used in this paper could be useful for dependability estimation of many systems.
International
Si
Congress
XIV Congreso Latino Ibero Americano de Investigación de Operaciones
960
Place
Cartagena de Indias
Reviewers
Si
ISBN/ISSN
978-958-825283-4
Start Date
09/09/2008
End Date
12/09/2008
From page
114
To page
114
XIV Congreso Latino Ibero Americano de Investigación de Operaciones
Participants
  • Autor: Jose Villen Altamirano (UPM)
Research Group, Departaments and Institutes related
  • Creador: Departamento: Matemática Aplicada (E.U. Informática)
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