Application of Buffered Probability of Exceedance in Reliability Optimization Problems*

被引：8
|
作者：
Zrazhevsky, G. M. [1 ]
Golodnikov, A. N. [2 ]
Uryasev, S. P. [3 ]
Zrazhevsky, A. G. [4 ]
机构：
[1] Taras Shevchenko Natl Univ Kyiv, Kiev, Ukraine
[2] Natl Acad Sci Ukraine, VM Glushkov Inst Cybernet, Kiev, Ukraine
[3] SUNY Stony Brook, Stony Brook, NY 11794 USA
[4] Amer Optimal Decis Inc, Gainesville, FL USA
来源：
CYBERNETICS AND SYSTEMS ANALYSIS | 2020年 / 56卷 / 03期
关键词：
bPOE; reliability optimization; waveform; defects; approximation error;
D O I：
10.1007/s10559-020-00263-4
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
We propose an approach to solving the problem of optimizing the reliability of complex systems using Buffered Probability of Exceedance (bPOE). As a research subject, we consider the model of optimal control of oscillations of a hinged beam with random defects. This example shows that minimizing bPOE in reliability optimization problems is more preferable than minimizing the classical probability of exceedance.
引用
收藏
页码：476 / 484
页数：9
相关论文
共 50 条
  • [1] Application of Buffered Probability of Exceedance in Reliability Optimization Problems*
    G. M. Zrazhevsky
    A. N. Golodnikov
    S. P. Uryasev
    A. G. Zrazhevsky
    Cybernetics and Systems Analysis, 2020, 56 : 476 - 484
  • [2] BUFFERED PROBABILITY OF EXCEEDANCE: MATHEMATICAL PROPERTIES AND OPTIMIZATION
    Mafusalov, Alexander
    Uryasev, Stan
    SIAM JOURNAL ON OPTIMIZATION, 2018, 28 (02) : 1077 - 1103
  • [3] Derivatives and subderivatives of buffered probability of exceedance
    Zhang, Tong
    Uryasev, Stan
    Guan, Yongpei
    OPERATIONS RESEARCH LETTERS, 2019, 47 (02) : 130 - 132
  • [4] Estimation and asymptotics for buffered probability of exceedance
    Mafusalov, Alexander
    Shapiro, Alexander
    Uryasev, Stan
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 270 (03) : 826 - 836
  • [5] Minimizing buffered probability of exceedance by progressive hedging
    R. Tyrrell Rockafellar
    Stan Uryasev
    Mathematical Programming, 2020, 181 : 453 - 472
  • [6] Minimizing buffered probability of exceedance by progressive hedging
    Rockafellar, R. Tyrrell
    Uryasev, Stan
    MATHEMATICAL PROGRAMMING, 2020, 181 (02) : 453 - 472
  • [7] Buffered Probability of Exceedance (bPOE) Ratings for Synthetic Instruments
    Pertaia, Giorgi
    Uryasev, Stan
    ADVANCES IN SERVICE SCIENCE, 2019, : 211 - 216
  • [8] Analysis of tropical storm damage using buffered probability of exceedance
    Davis, Justin R.
    Uryasev, Stan
    NATURAL HAZARDS, 2016, 83 (01) : 465 - 483
  • [9] Analysis of tropical storm damage using buffered probability of exceedance
    Justin R. Davis
    Stan Uryasev
    Natural Hazards, 2016, 83 : 465 - 483
  • [10] Data-driven optimization of reliability using buffered failure probability
    Byun, Ji-Eun
    Royset, Johannes O.
    STRUCTURAL SAFETY, 2022, 98
12345