Optimization in Identification of Logical-Probabilistic Risk Models

被引:0
作者
A. V. Rybakov
E. D. Solozhentsev
机构
[1] Institute of Machine Science Problems,Russian Academy of Sciences
来源
Automation and Remote Control | 2003年 / 64卷
关键词
Mechanical Engineer; Computation Time; System Theory; Search Method; Risk Model;
D O I
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中图分类号
学科分类号
摘要
Identification of logical-probabilistic risk models with groups of incompatible events is investigated by the random search method. The integral multi-extremal multi-parametric aim function of the optimization problem in investigated as a function of the number of optimizations, maximal and minimal amplitudes of increments of parameters, initial value of the aim function, choice of identical or different amplitudes of increments for different parameters, and risk distribution. An effective method for finding the global extremum in identifying a logical-probabilistic risk model within reasonable computation time is developed.
引用
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页码:1063 / 1073
页数:10
相关论文
共 6 条
[1]  
Solozhentsev E.D.(2002)Identification of Logical-Probabilistic Risk Models for Structurally Complex Systems with Groups of Incompatible Events Avtom. Telemekh. 3 97-113
[2]  
Karasev V.V.(1984)Effectiveness, Reliability, and Survivability of Control Systems Avtom. Telemekh. 12 151-160
[3]  
Volik B.G.(2001)Risk Logic and Probabilistic Models in Business and Identification of Risk Models Informatica 25 49-55
[4]  
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