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摘要
The unified multivariate counting process (UMCP), previously studied by the same authors, enables one to describe most of the existing counting processes in terms of its components, thereby providing a comprehensive view for such processes often defined separately and differently. The purpose of this paper is to study a multivariate reward process defined on the UMCP. By examining the probabilistic flow in its state space, various transform results are obtained. The asymptotic behavior, as t -%26gt; infinity , of the expected univariate reward process in a form of a product of components of the multivariate reward process is studied. As an application, a manufacturing system is considered, where the cumulative profit given a preventive maintenance policy is described as a univariate reward process defined on the UMCP. The optimal preventive maintenance policy is derived numerically by maximizing the cumulative profit over the time interval [0, T].
- 出版日期2013-4
