Bridging POMDPs and Bayesian decision making for robust maintenance planning under model uncertainty: An application to railway systems

Giacomo Arcieri, Cyprien Hoelzl, Oliver Schwery, Daniel Straub, Konstantinos G. Papakonstantinou, Eleni Chatzi

Research output: Contribution to journalArticlepeer-review

7 Scopus citations


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.

Original languageEnglish (US)
Article number109496
JournalReliability Engineering and System Safety
StatePublished - Nov 2023

All Science Journal Classification (ASJC) codes

  • Safety, Risk, Reliability and Quality
  • Industrial and Manufacturing Engineering

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