Extensions of stochastic optimization results to problems with system failure probability functions

DOI10.1007/s10957-007-9178-0zbMath1154.90561OpenAlexW2118382239MaRDI QIDQ2471082

Johannes O. Royset, Elijah Polak

Publication date: 18 February 2008

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-007-9178-0

zbMATH Keywords

Monte Carlo simulationStochastic optimizationReliability-based optimal designSample average approximations

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15)

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Uses Software

• Matlab

Cites Work

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