Application of Buffered Probability of Exceedance in Reliability Optimization Problems*

G. M. Zrazhevsky; A. N. Golodnikov; S. P. Uryasev; A. G. Zrazhevsky

doi:10.1007/s10559-020-00263-4

Application of Buffered Probability of Exceedance in Reliability Optimization Problems^*

G. M. Zrazhevsky
, A. N. Golodnikov
, S. P. Uryasev
, A. G. Zrazhevsky

Applied Mathematics and Statistics

Kyiv National Taras Shevchenko University
NASU - Glushkov Institute of Cybernetics
American Optimal Decisions, Inc.

Research output: Contribution to journal › Article › peer-review

14 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	476-484
Number of pages	9
Journal	Cybernetics
Volume	56
Issue number	3
DOIs	https://doi.org/10.1007/s10559-020-00263-4
State	Published - May 1 2020

Keywords

approximation error
bPOE
defects
reliability optimization
waveform

Access to Document

10.1007/s10559-020-00263-4

Cite this

@article{2cba425934c248d7bcfb8f6745c36d63,

title = "Application of Buffered Probability of Exceedance in Reliability Optimization Problems* ",

abstract = "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.",

keywords = "approximation error, bPOE, defects, reliability optimization, waveform",

author = "Zrazhevsky, \{G. M.\} and Golodnikov, \{A. N.\} and Uryasev, \{S. P.\} and Zrazhevsky, \{A. G.\}",

note = "Publisher Copyright: {\textcopyright} 2020, Springer Science+Business Media, LLC, part of Springer Nature.",

year = "2020",

month = may,

day = "1",

doi = "10.1007/s10559-020-00263-4",

language = "English",

volume = "56",

pages = "476--484",

journal = "Cybernetics",

issn = "0011-4235",

number = "3",

}

TY - JOUR

T1 - Application of Buffered Probability of Exceedance in Reliability Optimization Problems*

AU - Zrazhevsky, G. M.

AU - Golodnikov, A. N.

AU - Uryasev, S. P.

AU - Zrazhevsky, A. G.

PY - 2020/5/1

Y1 - 2020/5/1

N2 - 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.

AB - 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.

KW - approximation error

KW - bPOE

KW - defects

KW - reliability optimization

KW - waveform

UR - https://www.scopus.com/pages/publications/85085343307

U2 - 10.1007/s10559-020-00263-4

DO - 10.1007/s10559-020-00263-4

M3 - Article

AN - SCOPUS:85085343307

SN - 0011-4235

VL - 56

SP - 476

EP - 484

JO - Cybernetics

JF - Cybernetics

IS - 3

ER -

Application of Buffered Probability of Exceedance in Reliability Optimization Problems^*

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this