Preventive Replacement for Multicomponent Systems: An Opportunistic Discrete-Time Dynamic Programming Model

We propose a dynamic programming (DP) model for the optimal preventive replacement of elements in a multicomponent system. The model generalizes previous work on the subject by: i) allowing for non identical components, ii) permitting the computation of an ε-optimal strategy for a medium size system (4 to 5 components), iii) showing that the control-limit rule does not extend to most of the multicomponent systems, and iv) proposing a class of suboptimal strategies to be used when the system is too large for directly implementing the DP algorithm. These features of the model are illustrated in a separately available Supplement via a numerical example inspired from the modular structure of a modern fighter aircraft's engine.