Abstract
The paper describes an approach to deriving interval-valued reliability measures given partial statistical information on the occurrence of failures. We apply methods of optimal control theory, in particular, Pontryagin’s principle of maximum to solve the non-linear optimisation problem and derive the probabilistic interval-valued quantities of interest. It is proven that the optimisation problem can be translated into another problem statement that can be solved on the class of piecewise continuous probability density functions (pdfs). This class often consists of piecewise exponential pdfs which appear as soon as among the constraints there are bounds on a failure rate of a component under consideration. Finding the number of switching points of the piecewise continuous pdfs and their values becomes the focus of the approach described in the paper. Examples are provided.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.