A risk-averse stochastic approximation of the optimal allocation of active redundancies to coherent systems

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Abstract

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.

Original languageEnglish
Pages (from-to)1633-1644
Number of pages12
JournalCommunications in Statistics: Simulation and Computation
Volume53
Issue number4
DOIs
StatePublished - 2024

Keywords

  • Acceptability functional
  • Lower semi-deviation
  • Primary 90B25
  • Reliability function
  • Sample average approximation
  • Secondary 90C15, 60E15
  • Stochastic order

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