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Cybernetics And Systems Analysis
International Theoretical Science Journal
UDC 519.9
G.M. Zrazhevsky1, A.N. Golodnikov2, S.P. Uryasev3, A.G. Zrazhevsky4


1 Taras Shevchenko National University of Kyiv, Kyiv, Ukraine

zgrig@univ.kiev.ua

2 V.M. Glushkov Institute of Cybernetics, National Academy
of Sciences of Ukraine, Kyiv, Ukraine

3 Stony Brook University, New York, USA

Stanislav.Uryasev@stonybrook.edu

4 American Optimal Decisions, Inc., Gainesville, FL, USA

alex.zrazhevsky@gmail.com

APPLICATION OF THE 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: bPOE, reliability optimization, waveform, defects, approximation error.



FULL TEXT

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