A Decision-Analytic Approach to Reliability-Based Design Optimization

作     者：Bordley, Robert F. Pollock, Stephen M. 

作者机构：Gen Motors Tech Ctr Warren MI 48090 USA Univ Michigan Ann Arbor MI 48109 USA 

出 版 物：《OPERATIONS RESEARCH》 (运筹学)

年 卷 期：2009年第57卷第5期

页      面：1262-1270页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：chance-constrained programming decision analysis stochastic programming 

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