TY - JOUR
T1 - A risk-averse stochastic approximation of the optimal allocation of active redundancies to coherent systems
AU - Li, Xiaohu
N1 - Publisher Copyright:
© 2022 Taylor & Francis Group, LLC.
PY - 2024
Y1 - 2024
N2 - This article deals with the active redundancy allocation to coherent systems. We extend the optimal allocation policy uniformly maximizing the redundant system reliability function to that maximizing the mean lower semi-deviation of the redundant system lifetime, and then we propose a stochastic algorithm to approximate the optimal redundancy allocation policy through maximizing the mean lower semi-deviation of the system lifetime. Some numerical examples are presented to illustrate the algorithm as well.
AB - This article deals with the active redundancy allocation to coherent systems. We extend the optimal allocation policy uniformly maximizing the redundant system reliability function to that maximizing the mean lower semi-deviation of the redundant system lifetime, and then we propose a stochastic algorithm to approximate the optimal redundancy allocation policy through maximizing the mean lower semi-deviation of the system lifetime. Some numerical examples are presented to illustrate the algorithm as well.
KW - Acceptability functional
KW - Lower semi-deviation
KW - Primary 90B25
KW - Reliability function
KW - Sample average approximation
KW - Secondary 90C15, 60E15
KW - Stochastic order
UR - http://www.scopus.com/inward/record.url?scp=85129189234&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85129189234&partnerID=8YFLogxK
U2 - 10.1080/03610918.2022.2053715
DO - 10.1080/03610918.2022.2053715
M3 - Article
AN - SCOPUS:85129189234
SN - 0361-0918
VL - 53
SP - 1633
EP - 1644
JO - Communications in Statistics: Simulation and Computation
JF - Communications in Statistics: Simulation and Computation
IS - 4
ER -