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Computing interval-valued reliability measures: application of optimal control methods

机译:计算区间值可靠性度量:最佳控制方法的应用

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The paper describes an approach to deriving interval-valued reliability measures given partial statistical information on the occurrence of failures. We apply methods of optimal control theory, in particular, Pontryagin's principle of maximum to solve the non-linear optimisation problem and derive the probabilistic interval-valued quantities of interest. It is proven that the optimisation problem can be translated into another problem statement that can be solved on the class of piecewise continuous probability density functions (pdfs). This class often consists of piecewise exponential pdfs which appear as soon as among the constraints there are bounds on a failure rate of a component under consideration. Finding the number of switching points of the piecewise continuous pdfs and their values becomes the focus of the approach described in the paper. Examples are provided.
机译:本文介绍了一种方法,该方法在给出有关故障发生的部分统计信息的情况下得出区间值可靠性度量。我们应用最优控制理论的方法,特别是庞特里亚金的最大值原理,来解决非线性优化问题并得出概率的区间值感兴趣量。事实证明,优化问题可以转化为另一个问题陈述,可以对分段连续概率密度函数(pdfs)类别进行求解。此类通常由分段指数的pdf组成,这些pdf在所考虑的组件的故障率出现限制时就出现了。查找分段连续pdf的开关点数量及其值成为本文所述方法的重点。提供示例。

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