| 基于机会约束规划的可靠性优化分配理论研究及应用 |
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| 引用本文： | 王钦,郑功.基于机会约束规划的可靠性优化分配理论研究及应用[J].船电技术,2007,27(3):165-167. |
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| 作者姓名： | 王钦 郑功 |
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| 作者单位： | 华南理工大学电力学院,广州,510640;华南理工大学工商管理学院,广州,510640 |
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| 摘 要： | 提出了一种基于风险管理的系统可靠性优化分配方法.决策者可以根据自己对风险的偏好程度,合理地分配系统各部分的可靠性指标并在系统性能与风险之间取得某种平衡,以使系统的总效用达到期望的最优水平.建立了基于机会约束规划理论的数学模型,对这一方法进行了合理的描述,并用蒙特卡罗仿真法求出了模型的最优解.文中用算例作了说明.
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| 关 键 词： | 可靠性优化分配 风险管理 机会约束规划 |
| 文章编号： | 1003-4862（2007）03-0165-03 |
| 修稿时间： | 2006-05-20 |
Theory and Application of System Reliability Allocation and Optimization Based on Chance Constrained Programming |
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| Wang Qin,Zheng Gong.Theory and Application of System Reliability Allocation and Optimization Based on Chance Constrained Programming[J].Marine Electric & Electronic Technology,2007,27(3):165-167. |
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| Authors: | Wang Qin Zheng Gong |
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| Institution: | 1. Electric Power College, South China University of Technology, Guangzhou 510640, China; 2. Industrial and Commercial Management College, South China University of Technology, the Guangzhou 510640, China |
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| Abstract: | A new method of system reliability allocation based on risk management is developed. By using this method, the decision-maker could properly distribute the reliability indicators of each part of the system and get a balance between the performance and risk so as to maximize the total utility of the system to an expected optimum level. A mathematic model based on chance constrained programming is established to describe the method and the Monte Carlo simulation is used to define the optimization value of the model. At the end of the paper a sample example is served for demonstration. |
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| Keywords: | optimum allocation reliability risk management chance-constrained programming |
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