UDC 311
1 V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine
 pepelaev@yahoo.com
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2 V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine
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3 V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine
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A NEW METHOD OF RELIABILITY OPTIMIZATION
IN THE CLASSICAL PROBLEM STATEMENT
Abstract. The problem of reliability minimization is considered. An analysis of one of the available approaches to solving this problem, namely bPOE, is carried out. 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 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 bPOE and the results obtained by the proposed method is carried out.
Keywords: bPOE, VaR, failure probability minimization, reliability, tail distribution function, loss function, threshold.
FULL TEXT
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