ENGLISH

Joint chance-constrained reliability optimization with general form of distributions

By Vincent Charles , Saiful I. Ansari , Mohammad Khodabakhshi

Book information

Publisher
Pontificia Universidad Católica del Perú (PUCP) - CENTRUM
Year
2014
Language
english
Format
PDF
Filesize
401 kB (410862 bytes)
Series
CENTRUM Católica’s Working Paper Series
Pages
\16
Topic
Business Trading
Time added
2023-01-02 04:45:55
Peru

Description

Abstract – Probabilistic or stochastic programming is a framework for modeling optimization problems that involve uncertainty. Stochastic programming models arise as reformulations or extensions of reliability optimization problems with random parameters. Moreover, the resource elements vary and it is reasonable to consider them as stochastic variables. In this paper, we describe the chance-constrained reliability stochastic optimization (CCRSO) problem for which the objective is to maximize the system reliability for the given joint chance constraints where only the resource variables are random in nature and which follow different general form of distributions. Few numerical examples are also presented to illustrate the applicability of the methodology. Keywords – Chance-constrained programming, reliability optimization, joint constraints, general form of distributions.

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