2003 Fiscal Year Final Research Report Summary
Infrastructure Management with Stochastic Dynamic Programming
| Project/Area Number |
14550523
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
交通工学・国土計画
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| Research Institution | Tokyo Institute of Technology |
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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)
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| 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)
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| Project Period (FY) |
2002 – 2003
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| Keywords | Infrastructure / Asset Management / Stochastic Dynamic Programming / Bellman Equation / Balance Sheet / Markov Chain / Traffic Demand / Fatigue Deterioration |
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| 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.
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