Stochastic quasi-gradient based optimization algorithms for dynamic reliability applications

On one hand, PSA results are increasingly used in decision making, system m anagement and optimization of system design. On the other hand, when severe accidental transients are considered, dynamic reliability appears appropri ate to account for the complex interaction between the transitions between hardware configurations, the operator behavior and the dynamic evolution of the system. This paper presents an exploratory work in which the estimatio n of the system unreliability in a dynamic context is coupled with an optim ization algorithm to determine the "best" safety policy. Because some relia bility parameters are likely to be distributed, the cost function to be min imized turns out to be a random variable. Stochastic programming techniques are therefore envisioned to determine an optimal strategy. Monte Carlo sim ulation is used at all stages of the computations, from the estimation of t he system unreliability to that of the stochastic quasi-gradient. The optim ization algorithm is illustrated on a HNO3 supply system. (C) 2001 Elsevier Science Ltd. All rights reserved.