Fr. 146.00

Importance Measures in Reliability, Risk, and Optimization - Principles and Applications

English · Hardback

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Informationen zum Autor Professor Way Kuo, City University of Hong Kong Professor Kuo is President and Distinguished Professor of City University of Hong Kong. He served as Distinguished Professor and Dean of Engineering at the University of Tennessee between 2003 and 2008, and between 2000 and 2003 he held the Wisenbaker Chair of Engineering in Innovation and was the Executive Associate Dean of Engineering at Texas A&M University. Professor Kuo is recipient of the IEEE Reliability Society Lifetime Achievement Award, and now serves as the Editor-in-Chief of IEEE Transactions on Reliability. He has co-authored six textbooks and is a member of the U.S. National Academy of Engineering, Academia Sinica (Taiwan), ad International Academy for Quality. He is a fellow of ASQ, ASA, IEEE, INFORMS and IIE. Professor Xiaoyan Zhu, University of Tennessee, USA Professor Zhu is an assistant professor in the Department of Industrial and Information Engineering at University of Tennessee, Knoxville. She has taught both undergraduate and graduate courses in mathematical programming and operations research, for example Operations Research I (Linear Programming), Inventory Control, Production Planning, and Advanced Nonlinear Programming. Professor Zhu has published several papers related to importance measures, and she is a member of INFORMS, IIE, and IEEE. Klappentext This unique treatment systematically interprets a spectrum of importance measures to provide a comprehensive overview of their applications in the areas of reliability, network, risk, mathematical programming, and optimization. Investigating the precise relationships among various importance measures, it describes how they are modelled and combined with other design tools to allow users to solve readily many real-world, large-scale decision-making problems.Presenting the state-of-the-art in network analysis, multistate systems, and application in modern systems, this book offers a clear and complete introduction to the topic. Through describing the reliability importance and the fundamentals, it covers advanced topics such as signature of coherent systems, multi-linear functions, and new interpretation of the mathematical programming problems.Key highlights:* Generalizes the concepts behind importance measures (such as sensitivity and perturbation analysis, uncertainty analysis, mathematical programming, network designs), enabling readers to address large-scale problems within various fields effectively* Covers a large range of importance measures, including those in binary coherent systems, binary monotone systems, multistate systems, continuum systems, repairable systems, as well as importance measures of pairs and groups of components* Demonstrates numerical and practical applications of importance measures and the related methodologies, including risk analysis in nuclear power plants, cloud computing, software reliability and more* Provides thorough comparisons, examples and case studies on relations of different importance measures, with conclusive results based on the authors' own research* Describes reliability design such as redundancy allocation, system upgrading and component assignment.This book will benefit researchers and practitioners interested in systems design, reliability, risk and optimization, statistics, maintenance, prognostics and operations. Readers can develop feasible approaches to solving various open-ended problems in their research and practical work. Software developers, IT analysts and reliability and safety engineers in nuclear, telecommunications, offshore and civil industries will also find the book useful. Zusammenfassung This unique treatment systematically interprets a spectrum of importance measures to provide a comprehensive overview of their applications in the areas of reliability, network, risk, mathematical programming, and optimization. Inhaltsverzeichnis Preface xv <...

List of contents

Preface xv
References xvii

Acknowledgements xix

Part One INTRODUCTION and BACKGROUND 1

Introduction 2

1 Introduction to Importance Measures 5

References 11

2 Fundamentals of Systems Reliability 13

2.1 Block Diagrams 13

2.2 Structure Functions 14

2.3 Coherent Systems 17

2.4 Modules within a Coherent System 18

2.5 Cuts and Paths of a Coherent System 19

2.6 Critical Cuts and Critical Paths of a Coherent System 21

2.7 Measures of Performance 23

2.7.1 Reliability for a mission time 24

2.7.2 Reliability function (of time t) 25

2.7.3 Availability function 27

2.8 Stochastic Orderings 28

2.9 Signature of Coherent Systems 28

2.10 Multilinear Functions and Taylor (Maclaurin) Expansion 31

2.11 Redundancy 32

2.12 Reliability Optimization and Complexity 33

2.13 Consecutive-k-out-of-n Systems 34

2.14 Assumptions 35

References 36

Part Two PRINCIPLES of IMPORTANCE MEASURES 39

Introduction 40

3 The Essence of Importance Measures 43

3.1 ImportanceMeasures in Reliability 43

3.2 Classifications 44

3.3 c -type and p -type ImportanceMeasures 45

3.4 ImportanceMeasures of a Minimal Cut and a Minimal Path 45

3.5 Terminology 45

References 46

4 Reliability Importance Measures 47

4.1 The B-reliability Importance 47

4.1.1 The B-reliability importance for system functioning and for system failure 52

4.1.2 The criticality reliability importance 52

4.1.3 The Bayesian reliability importance 53

4.2 The FV Reliability Importance 53

4.2.1 The c-type FV (c-FV) reliability importance 54

4.2.2 The p-type FV (p-FV) reliability importance 54

4.2.3 Decomposition of state vectors 54

4.2.4 Properties 56

References 57

5 Lifetime Importance Measures 59

5.1 The B-time-dependent-lifetime Importance 59

5.1.1 The criticality time-dependent lifetime importance 61

5.2 The FV Time-dependent Lifetime Importance 61

5.2.1 The c-FV time-dependent lifetime importance 61

5.2.2 The p-FV time-dependent lifetime importance 63

5.2.3 Decomposition of state vectors 64

5.3 The BP Time-independent Lifetime Importance 64

5.4 The BP Time-dependent Lifetime Importance 69

5.5 Numerical Comparisons of Time-dependent Lifetime ImportanceMeasures 69

5.6 Summary 71

References 72

6 Structure Importance Measures 73

6.1 The B-i.i.d. Importance and B-structure Importance 73

6.2 The FV Structure Importance 76

6.3 The BP Structure Importance 76

6.4 Structure ImportanceMeasures Based on the B-i.i.d. importance 79

6.5 The Permutation Importance and Permutation Equivalence 80

6.5.1 Relations to minimal cuts and minimal paths 81

6.5.2 Relations to systems reliability 83

6.6 The Domination Importance 85

6.7 The Cut Importance and Path Importance 86

6.7.1 Relations to the B-i.i.d. importance 87

6.7.2 Computation 89

6.8 The Absoluteness Importance 91

6.9 The Cut-path Importance,Min-cut Importance, and Min-path Importance 92

6.10 The First-term Importance and Rare-event Importance 93

6.11 c-type and p-type of Structure ImportanceMeasures 93

6.12 Structure ImportanceMeasures for Dual Systems 94

6.13 Dominant Relations among ImportanceMeasures 96

6.13.1 The absoluteness importance with the domination importance 96

6.13.2 The domination importance with the permutation importance 96

6.13.3 The domination importance with the min-cut importance and min-path importance 96

6.13.4 The permutation importance with the FV importance 96

6.13.5 The permutation importance with the cut-path importance, min-cut importance,

and min-path importance 100

6.13.6 The cut-path importance with the cut importance and path importance 101

6.13.7 The cut-path importance with the B-i.i.d. importance 101

6.13.8 The B-i.i.d. importance with the BP importance 102

6.14 Summary 102

References 105

7 ImportanceMeasures of Pairs and Groups of Components 107

7.1 The Joint Reliability Importance an

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"It will definitely be very useful for those interested in studying various structures." ( Computing Reviews , 5 November 2012)

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