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Resilience to Extreme Events: A Bayesian Nonparametric Approach

机译:抵御极端事件的能力:贝叶斯非参数方法

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Decision making about the management of infrastructure systems is based on models of cost, degradation, effectiveness of maintenance actions. These models can be informed by data collected in the past, and progressively updated as more data becomes available. While parametric models are suitable when an appropriate statistical form is assumed, non-parametric models provide a flexible alternative, which does not impose a specific pre-selected form. This paper investigates the use of non-parametric modeling m the emergency management of infrastructure systems after extreme events. We consider a Markov management process, and we introduce a nonparametric approach, called infinite Markov decision process (iMDP), to perform adaptive control. The approach is made up by two parts. In the learning phase, we use a Bayesian iterative approach to update the model uncertainty, and a sampling approach to represent that posterior distribution. In the planning part, we adopt a myopic optimization scheme based on dynamic programming The approach has the potential of enhancing system resilience, by the interaction between adaptive learning and planning under uncertainty. We apply the method to a small-scale numerical benchmark, and discuss its performance in that setting. This paper illustrates a preliminary investigation, and the performance analysis in more complex settings, or under alternative conditions, requires additional work.
机译:有关基础架构系统管理的决策是基于成本,退化,维护措施有效性的模型。这些模型可以通过过去收集的数据来了解,并随着更多数据的可用而逐步更新。当采用适当的统计形式时,参数模型是合适的,而非参数模型则提供了一种灵活的替代方案,它没有施加特定的预选形式。本文研究了非事件建模在极端事件发生后的基础设施应急管理中的使用。我们考虑了一个马尔可夫管理过程,并且我们引入了一种称为无穷马尔可夫决策过程(iMDP)的非参数方法来执行自适应控制。该方法由两部分组成。在学习阶段,我们使用贝叶斯迭代方法来更新模型不确定性,并使用采样方法来表示该后验分布。在计划部分,我们采用基于动态规划的近视优化方案。该方法具有通过不确定性下自适应学习与计划之间的相互作用来增强系统弹性的潜力。我们将该方法应用于小规模的数字基准,并讨论了该方法在该环境中的性能。本文说明了初步调查,在更复杂的环境中或在替代条件下进行性能分析需要额外的工作。

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