这篇论文提出了数据驱动的块更换调度算法,用多臂赌博机方法优化维护成本,在理论遗憾界和实际效果上都有亮点,搞运筹或机器学习的人可以看看。
该论文研究在寿命分布未知时,通过数据驱动算法学习最优块更换间隔k*。算法采用随机多臂赌博机框架,Hoeffding和Bernstein下置信界算法实现O(K log T)的遗憾,匹配Lai-Robbins下界。利用块更换的嵌套观测特性,相关变体达到O((K-k*) log T)的遗憾,仅需O(1)次直接拉动次优臂。Kaplan-Meier更新算法从删失数据非参数估计寿命分布,实现几乎必然策略一致性和渐近零增量遗憾。数值实验验证了理论排序,并揭示了最优块更换与年龄依赖更换之间的结构性成本差距。
Data Driven Block Replacement Scheduling
We develop data-driven algorithms for maintaining $N$ independent identical machines under a \textit{block replacement policy}, in which each machine is replaced upon failure and all machines are jointly replaced at regular intervals of length $k$. The goal is to learn the cost-minimizing interval $k^*$ from operational data when the lifetime distribution is unknown. At each decision epoch, the operator selects $k \in \{1, 2, \ldots, K\}$, observes the resulting failure history (a mixture of complete and right-censored lifetimes) and incurs a per-unit-time cost governed by the renewal function. We formulate this as a stochastic multi-armed bandit and propose Hoeffding- and Bernstein-based lower-confidence-bound algorithms achieving $O(K \log T)$ regret, matching the Lai--Robbins lower bound. Exploiting a nested observation property unique to block replacement, correlated variants attain $O((K-k^*)\log T)$ regret and require only $O(1)$ direct pulls of suboptimal arms $k < k^*$. A complementary Kaplan--Meier renewal algorithm estimates the lifetime distribution nonparametrically from censored data, achieving almost-sure policy consistency and empirically near-zero incremental regret at long horizons. We additionally analyze two average-cost MDPs: a time-elapsed formulation establishing that block replacement is optimal within its policy class for any lifetime distribution, and an age-vector formulation proving a monotone threshold structure under increasing failure rate distributions and providing a gold-standard cost benchmark. Numerical experiments confirm the theoretical ordering and reveal structural cost gaps between optimal block and age-dependent replacement.