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Infrastructure Management with Stochastic Dynamic Programming

Research Project

Project/Area Number 14550523
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field 交通工学・国土計画
Research InstitutionTokyo Institute of Technology

Principal Investigator

UEDA Takayuki  Tokyo Institute of Technology, Graduate School of Science and Engineering, Associate Professor, 大学院・理工学研究科, 助教授 (20232754)

Co-Investigator(Kenkyū-buntansha) FUKUDA Daisuke  Tokyo Institute of Technology, Graduate School of Science and Engineering, Research Associate, 大学院・理工学研究科, 助手 (70334539)
MIKI Titoshi  Tokyo Institute of Technology, Graduate School of Science and Engineering, Professor, 大学院・理工学研究科, 教授 (20016645)
Project Period (FY) 2002 – 2003
Project Status Completed (Fiscal Year 2003)
Budget Amount *help
¥3,800,000 (Direct Cost: ¥3,800,000)
Fiscal Year 2003: ¥1,800,000 (Direct Cost: ¥1,800,000)
Fiscal Year 2002: ¥2,000,000 (Direct Cost: ¥2,000,000)
KeywordsInfrastructure / Asset Management / Stochastic Dynamic Programming / Bellman Equation / Balance Sheet / Markov Chain / Traffic Demand / Fatigue Deterioration
Research Abstract

This study proposes a methodology for determining the maintenance/replacement strategy of infrastructure by using techniques of stochastic dynamic programming. Infrastructures may be degraded during a long service life and the process of degradation itself is stochastic. Then strategy should be derived so as to maximize the process of degradation itself is stochastic. Then strategy should be derived so as to maximize the expected economic value of infrastructure with modeling of degradation as a stochastic process.
This study first shows a general framework that the degradation is modeled by stochastic differential equation and the objective function is defined as the discounted sum of net benefit flow over the project life. The mathematical features in the framework are examined and economic interpretations are discussed.
Then the study presents the particular model for a road bridge which may be degraded by fatigue. The degradation is modeled as Markov Chain. The model is applied to the real case and to show the exact strategy of infrastructure management.

Report

(3 results)
  • 2003 Annual Research Report   Final Research Report Summary
  • 2002 Annual Research Report
  • Research Products

    (15 results)

All Other

All Publications (15 results)

  • [Publications] Takayuki Ueda: "Cost-Benefit Analysis of Disaster Preventive Maintenance of Urban Infrastructure"DPRI-IIASA 3^<rd> International Conference on Integrated Disaster Risk Management, Kyotoにて発表. (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] 小林潔司, 上田孝行: "インフラストラクチャマネジメント研究の課題と展望"土木学会論文集. 744IV-61. 15-27 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] 木本由花, 上田孝行: "確率過程に着目した道路橋の維持・更新"土木学会第57回年次学術講演会・概要集. (CD-R). (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] 野上圭介, 上田孝行: "公的会計によるプロジェクト・マネジメント"土木学会第57回年次学術講演会・概要集. (CD-R). (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takayuki Ueda: "Cost-Benefit Analysis of Disaster Preventive Maintenance of Urban Infrastructure"DPRI-IIASA 3rd International Conference on Integrated Disaster Risk Management, Kyoto. (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takayuki Ueda: "Cost-Benefit Analysis of Disaster Preventive Maintenance Urban Infrastructure"DPRI-IIASA 3^<rd> International Conference on Integrated Disaster Risk Management, Kyotoにて発表. (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 小林潔司, 上田孝行: "インフラストラクチャマネジメント研究の課題と展望"土木学会論文集. 744・IV-61. 15-27 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 木本由花, 上田孝行: "確率過程に着目した道路橋の維持・更新"土木学会第57回年次学術講演会・概要集. (CD-R). (2002)

    • Related Report
      2003 Annual Research Report
  • [Publications] 野上圭介, 上田孝行: "公的会計によるプロジェクト・マネジメント"土木学会第57回年次学術講演会・概要集. (CD-R). (2002)

    • Related Report
      2003 Annual Research Report
  • [Publications] 上田孝行: "代表的な維持更新戦略とその費用便益分析における意義"ARSC年次学術講演会報告資料. (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 木本由花, 上田孝行: "確率過程に着目した道路橋の維持・更新"土木学会第57回年次学術講演会・概要集. (CD-R). (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 野上圭介, 上田孝行: "公的会計によるプロジェクト・マネジメント"土木学会第57回年次学術講演会・概要集. (CD-R). (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 福田大輔, 上野博義, 森地茂: "選択行動モデルへの社会的相互作用の導入可能性"土木計画学研究・講演集. 25(CD-R). (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 福田大輔, 森地茂: "交通行動モデルヘの社会的相互作用の導入可能性:研究展望"東京工業大学土木工学科研究報告. 66. 29-40 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 小西拓洋, 富澤雅之, 三木千壽: "FEMと数値最適化に基づいた鋼橋コスト最小化設計の試み"土木学会論文集. 717・61. 23-36 (2002)

    • Related Report
      2002 Annual Research Report

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Published: 2002-04-01   Modified: 2016-04-21  

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