Application of Dynamic Programming to Optimization of a System Reliability

This paper is concerned with the optimization of a system reliability. Two kinds of the reliability model for optimal allocation of parallel redundancy are considered. The algorithm for solving the optimal redundancy problem is proposed by the use of dynamic programming(DP) method. The problem is approached with a standard DP formulation and the DP algorithm is applied to the model and then the optimal solution is found by the backtracking method. The method is applicable to the models having no constraints or having a cost constraint subject to a specified minimum requirement of the system reliability. A consequence of this study is that the developed computer program package are implemental for the optimization of the system reliability.