Reliability optimization method alternative to bPOE

DOI10.1007/s10559-022-00492-9OpenAlexW4306690998MaRDI QIDQ2103802

A. N. Golodnikov, V. A. Pepelyaev, N. A. Golodnikova

Publication date: 9 December 2022

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-022-00492-9

zbMATH Keywords

loss functionthresholdCVaRbPOEdistribution function tailfailure probability minimization

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (3)

A new method of reliability optimization in the classical problem statement ⋮ Developing a model for a modulating mirror fixed on active supports: stochastic model ⋮ Modeling the impact of climate change on the crop yield

Uses Software

• Portfolio Safeguard

Cites Work

• Reliability optimization in plant production
• Application of buffered probability of exceedance in reliability optimization problems
• Buffered Probability of Exceedance: Mathematical Properties and Optimization

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