Table of Contents: Preface
PART 1: Modern methods of accelerated modeling reliability and risk theory
1. Problems of risk estimation under uncertainty conditions;pp.3-18
(P.Knopov, Yu. Kolesnik and T.Maryanovich)
1. Risk estimation for ecologically dangerous enterprises.
2. Methods of insuring the catastrophic risks.
3. Some new approaches in financial risk estimation.
References
2. Light-traffic analysis of some queueing models with losses
(I. Kovalenko); pp.19-44
1. Introductory remarks
2. Two regenerative models of system reliability
3. Light-traffic analysis of a time-dependent system
4. An estimate for the loss probability in a MAP/G/m/0 queueing system in light traffic
5. Three cases of light-traffic insensitivity of the loss probability in a GI/G/m/0 loss lystem to the lhape of the lervice time distribution
3. Integrated Modeling for Management of Catastrophic risks: Spatial Stochastic Optimization Model; pp.45-68 (T. Ermolieva, Yu. Ermoliev, Günther Fischer and Marek Makowski)
1. Introduction
2. Decision problems under catastrophic risks
3. Long-term stability of insurers
4. Optimization of catastrophic risk portfolio
5. Coexistence of ex-ante and ex-post decisions
6. Catastrophe modeling
7. Fast Monte Carlo procedure: importance sampling
8. Stochastic Optimization (STO) Model
9. Flood risks case study
4. Fast simulation technique in reliability evaluation of a Markovian and Non-Markovian systems; pp.69-112 (N. Kuznetsov)
1. Fast simulation methods in reliability analysis
2. Fast simulation of Markovian systems in a regeneration period
3. Boundedness of the relative error
4. Fast simulation of a rare event in a general model
5. Reliability analysis of a redundant system
5. Reduction measurements for calculation in Fuzzy experiment scheme and soft modelling of dynamic processes in a Non-crisp conditions; pp.113-136
(Yu.A.Belov, A.S.Bychkov, A.L. Zavorotnyy, M.G.Merkuriev)
1. Introduction
2. Main results
3. Conclusions
6. Development of new mathematical models and methods for determining critical states of nuclear plant reactors; pp.137-172
(V.A. Yatsenko, P.M. Pardalos, A.S. Makarenko, Y.I. Samoilenko)
1. Introduction
2. Description of some power plants
3. Scenarios of exidents
4. A novel Approach for modeling of initial events
5. Dynamical simulation of reactor core accidents
6. Critical states of nuclear reactor cores
7. Conclusions
PART 2: Methods of Robust estimation and optimization in reliability theory;
7. Investigation of Bayesian estimates for binomial
failure models pp.173-220
(A.Golodnikov ,P.Knopov and V.Pepelyaev)
1. Methods of estimating parameters in risk models which are based on classical sampling theory
2. Bayesian approach to parameters estimation. Analysis and methods of investigation
3. Statement of the problem of robust estimating reliability parameters
4. Statement of the problem of seeking lower and upper bounds for Bayesian estimates of reliability parameters
5. Classes of distributions
6. Methods and algorithms of seeking robust Bayesian estimates and lower and upper bounds
7. Sensitivity analysis
8. Conclusions
8. Investigation of sensitivity of bayesian estimates for exponential failure models; pp.221-238 (A.Golodnikov)
1. Introduction
2. Initial data for conducting sensitivity analysis
3. Selection of estimators for comparison
4. Comparative analysis
5. Conclusions
9. Multicriteria optimal design problems of eco; pp.239-274
(M. Salukvadze, N. Jibladze, V. Maisuradze, A. Topchishvili)
1. Introduction
2. Multicriteria design problems and maintenance strategies of nuclear power station protection system
3. Methods and algorithms for solving multicriteria problems
Index pp.275-285 |