Abstract
Failures of safety-critical mission-based systems, such as aircraft and submarines, could result in significant losses and damage. To enhance the survivability of such systems, their missions may be aborted if the failure risk becomes too high. We investigate such mission abort policies under a completely observed two-stage degradation process that progresses stochastically from “normal” to “defective” to “failure.” Mission abort decisions are considered as a function of the duration of the defective stage. This mission abort problem is formulated as a discrete-time optimal stopping problem with the goal of minimizing the expected total cost of mission failure and system failure. In addition to deriving some structural properties, we also numerically evaluate several intuitive heuristic policies. Finally, a joint optimization problem is formulated to simultaneously identify the optimal mission abort policy and the optimal investment to delay system deterioration.
Qiu, Qingan