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2003 Fiscal Year Final Research Report Summary

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
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.

  • Research Products

    (5 results)

All Other

All Publications (5 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
  • [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
  • [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
  • [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
  • [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

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Published: 2005-04-19  

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