A New Method of Reliability Optimization in the Classical Problem Statement

被引:0
|
作者
V. A. Pepelyaev
A. N. Golodnikov
N. A. Golodnikova
机构
[1] V. M. Glushkov Institute of Cybernetics,
[2] National Academy of Sciences of Ukraine,undefined
来源
关键词
bPOE; VaR; failure probability minimization; reliability; distribution function tail; loss function; threshold;
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学科分类号
摘要
The problem of reliability minimization is considered. One of the available approaches to solving this problem, namely bPOE, is analyzed. The advantages and disadvantages of this approach are determined. It is noted that the results of minimizing the probability of failures in the classical setting and minimizing the bPOE may differ. A new method of reliability optimization in the classical formulation of the problem is proposed. A comparative analysis of the results of reliability minimization using the bPOE and the results obtained by the proposed method is carried out.
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页码:917 / 922
页数:5
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