A Decision-Analytic Approach to Reliability-Based Design Optimization

作者: Robert F. Bordley , Stephen M. Pollock

DOI: 10.1287/OPRE.1080.0661

关键词: Operations researchComputer scienceReliability (statistics)Decision analysisReliability based designProduct (category theory)

摘要: Reliability-based design optimization is concerned with designing a product to optimize an objective function, given uncertainties about whether various constraints will be satisfied. However, the widespread practice of formulating such problems as chance-constrained programs can lead misleading solutions. While decision-analytic approach would avoid this undesirable result, many engineers find it difficult determine utility functions required for traditional decision analysis. This paper presents alternative formulation that, although implicitly using functions, more closely related probability maximization formulations which are comfortable and skilled. result combines rigor analysis convenience existing approaches.

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