论文标题
在模型不确定性下桥接POMDPS和贝叶斯决策,以进行强大的维护计划:铁路系统的申请
Bridging POMDPs and Bayesian decision making for robust maintenance planning under model uncertainty: An application to railway systems
论文作者
论文摘要
结构性健康监测(SHM)描述了一个推断结构条件的可量化指标的过程,可以作为支持基础设施资产运营和维护的决策的输入。鉴于临界结构的寿命很长,可以将此问题作为依次的决策,而不是规定的视野。部分可观察到的马尔可夫决策过程(POMDP)提供了一个正式的框架来解决基本的最佳计划任务。但是,两个问题可能会破坏POMDP解决方案。首先,需要一个可以充分描述在变质或纠正措施下结构条件演变的模型的需求,其次,从可用的监视数据中恢复了观察过程参数的非平凡任务。尽管面临这些潜在的挑战,但采用的POMDP模型通常并不能说明模型参数的不确定性,从而导致解决方案可能是不切实际的。在这项工作中,我们解决了这两个关键问题。我们提出了一个框架,以通过马尔可夫链蒙特卡洛(MCMC)采样直接从可用数据估算POMDP过渡和观察模型参数,该框架是根据动作为条件的隐藏的Markov模型(HMM)。 MCMC推理估计涉及模型参数的分布。然后,我们通过利用推断的分布来形成并解决POMDP问题,从而得出对建模不确定性的强大解决方案。我们成功地将我们的方法应用于铁路轨道资产的维护计划,该指标是根据实际的铁路监控数据计算得出的。
Structural Health Monitoring (SHM) describes a process for inferring quantifiable metrics of structural condition, which can serve as input to support decisions on the operation and maintenance of infrastructure assets. Given the long lifespan of critical structures, this problem can be cast as a sequential decision making problem over prescribed horizons. Partially Observable Markov Decision Processes (POMDPs) offer a formal framework to solve the underlying optimal planning task. However, two issues can undermine the POMDP solutions. Firstly, the need for a model that can adequately describe the evolution of the structural condition under deterioration or corrective actions and, secondly, the non-trivial task of recovery of the observation process parameters from available monitoring data. Despite these potential challenges, the adopted POMDP models do not typically account for uncertainty on model parameters, leading to solutions which can be unrealistically confident. In this work, we address both key issues. We present a framework to estimate POMDP transition and observation model parameters directly from available data, via Markov Chain Monte Carlo (MCMC) sampling of a Hidden Markov Model (HMM) conditioned on actions. The MCMC inference estimates distributions of the involved model parameters. We then form and solve the POMDP problem by exploiting the inferred distributions, to derive solutions that are robust to model uncertainty. We successfully apply our approach on maintenance planning for railway track assets on the basis of a "fractal value" indicator, which is computed from actual railway monitoring data.