Planning and scheduling maintenance resources in a complex system

The system is complex consisting of N components and its state is an N -dimensional Wiener process

Wt = μt + σBt , W0 = 0

with μ = [μ1, . . . ,μN ]T, Bt = [ B(1)t , . . . ,B

]T where B(i)t is a standard Brownian motion.