Risk-Sensitive Joint Inventory-Maintenance Strategy for Bearing Health Management under Prognostic Uncertainty: An Uncertainty-Aware Deep Reinforcement Learning Approach

Traditional separation of inventory management and Prognostics and Health Management (PHM) often leads to resource misallocation. While Deep Reinforcement Learning (DRL) offers a promising solution for joint decision-making, standard agents typically treat Prognostics and Health Management predictions as deterministic ground truths. However, in real-world scenarios, RUL predictions inherently contain stochastic errors. Ignoring this uncertainty leads to risk-blind policies that fail to buffer against sudden failures when prediction confidence is low. To address this, this paper proposes an Uncertainty-Aware collaborative adaptive inventory strategy. First, we introduce a Bayesian uncertainty quantification mechanism using Monte Carlo Dropout to estimate not only the RUL value but also its prediction variance. Second, to overcome the agent's myopic behavior, a novel Asymmetric Cost-Aware Reward Shaping mechanism is designed. By strategically decoupling the training and evaluation reward functions—specifically by introducing safety stock penalties and attenuating holding costs during training—the agent is guided to establish robust inventory buffers against supply chain uncertainties. Simulation results demonstrate that the proposed Risk-Sensitive PPO strategy significantly outperforms deterministic baselines, reducing total costs by 40.3% under high-noise environments.