Optimization Design Under Time-dependent Uncertainty

Uncertainty is unavoidable in engineering and has been intensively studied. Most of the studies focus on time invariant uncertainty. In many applications, uncertainty is time dependent. This paper reviews several progresses in time-dependent uncertainty methodologies. The task at the analysis level is to quantify the effect of time-dependent uncertainty on product performance, such as the probability of failure for a given period of time. The task at the design level is to identify optimal design variables that not only optimize the performance of the product but also mitigate the effect of uncertainty so that design requirements are satisfied during the entire product lifetime. Examples are given to show the benefits of considering time-dependent uncertainty during the design process.