1. Stochastic quasi-gradient based optimization algorithms for dynamic reliability applications
- Author
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Frédréric Bourgeois, Pierre-Etienne Labeau, Service de Métrologie Nucléaire, and Université libre de Bruxelles (ULB)
- Subjects
[SPI.OTHER]Engineering Sciences [physics]/Other ,Mathematical optimization ,Computer science ,020209 energy ,Probabilistic-based design optimization ,Monte Carlo method ,Stochastic programming ,Dynamic reliability ,Context (language use) ,02 engineering and technology ,01 natural sciences ,Industrial and Manufacturing Engineering ,010104 statistics & probability ,0202 electrical engineering, electronic engineering, information engineering ,Systems design ,Stochastic optimization ,0101 mathematics ,Safety, Risk, Reliability and Quality ,Random variable ,Monte Carlo simulation ,Reliability (statistics) - Abstract
International audience; On one hand, PSA results are increasingly used in decision making, system management and optimization of system design. On the other hand, when severe accidental transients are considered, dynamic reliability appears appropriate to account for the complex interaction between the transitions between hardware configurations, the operator behavior and the dynamic evolution of the system. This paper presents an exploratory work in which the estimation of the system unreliability in a dynamic context is coupled with an optimization algorithm to determine the "best" safety policy. Because some reliability parameters are likely to be distributed, the cost function to be minimized turns out to be a random variable. Stochastic programming techniques are therefore envisioned to determine an optimal strategy. Monte Carlo simulation is used at all stages of the computations, from the estimation of the system unreliability to that of the stochastic quasi-gradient. The optimization algorithm is illustrated on a HNO3 supply system.
- Published
- 2001
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