RUL不确定性下预防性维护调度中CVaR的体制依赖性价值
Regime-Dependent Value of CVaR in Preventive Maintenance Scheduling under RUL Uncertainty
- AGH University of Science and Technology（AGH科技大学）
机构由 AI 辅助整理，请以论文原文为准。
AI总结：
本研究针对RUL不确定下的预防性维护调度，比较风险中性与风险感知（含CVaR）策略，发现低至中等不确定性且多维护槽位时CVaR策略收益最大，可降CVaR 13.4%而成本微增，高不确定性时收益消失。
AI中文摘要：
我们研究一个小型机队的预防性维护调度问题，此时多个资产竞争有限数量的维护时段，且其剩余使用寿命（RUL）是不确定的。规划期被划分为离散周期；每个资产最多可维护一次，且任一周期内最多可维护$K$个资产。未来使用情况和RUL误差通过情景表示。我们比较了两种策略：一种是最小化期望成本的风险中性策略，另一种是最小化期望成本加上条件风险价值（CVaR）的风险感知策略，其中$\operatorname{CVaR}_{0.90}$是最差10%情景下的平均成本。两种策略均通过枚举所有容量可行的调度来精确求解。一个$3\times5$实验将容量$K=1,2,3$与五个递增的RUL不确定性水平相结合，每个组合进行十次配对重复。当RUL不确定性处于低至中等水平且每个周期可执行多个维护操作时，风险感知策略提供了最大的收益。在观察到的最佳案例中，它将CVaR降低了13.4%，而期望成本仅增加了0.2个相对成本单位。在高不确定性下，收益变得可忽略不计，两种策略可能选择相同的调度。结果表明，只有当预测信息足够充分且维护系统具有足够的灵活性来据此行动时，风险感知调度才能创造运营价值。
英文摘要：
We study preventive-maintenance scheduling for a small fleet when several assets compete for a limited number of maintenance slots and their remaining useful lives (RULs) are uncertain. The planning horizon is divided into discrete periods; each asset may be maintained at most once, and at most $K$ assets may be maintained in any one period. Future usage and RUL errors are represented by scenarios. We compare a risk-neutral policy that minimizes expected cost with a risk-aware policy that minimizes expected cost plus conditional value-at-risk (CVaR), where $\operatorname{CVaR}_{0.90}$ is the mean cost among the worst 10\% of scenarios. Both policies are solved exactly by enumerating all capacity-feasible schedules. A $3\times5$ experiment combines capacities $K=1,2,3$ with five increasing levels of RUL uncertainty, with ten paired replications for each combination. The risk-aware policy provides its largest benefit when RUL uncertainty is low-to-moderate and more than one maintenance action can be executed per period. In the best observed case, it reduces CVaR by 13.4\% with an expected-cost increase of only 0.2 relative cost units. At high uncertainty, the benefit becomes negligible and the two policies can select identical schedules. The results show that risk-aware scheduling creates operational value only when prognostic information is sufficiently informative and the maintenance system has enough flexibility to act on it.
