Game theory and statistical analysis of reliability k-out-of-n systems: new methods for the failure probabilities assessment and applications

Anno
2021
Proponente Arsen Palestini - Professore Associato
Sottosettore ERC del proponente del progetto
PE1_21
Componenti gruppo di ricerca
Componente Categoria
Jessica Riccioni Dottorando/Assegnista/Specializzando componente non strutturato del gruppo di ricerca
Roy Cerqueti Componenti strutturati del gruppo di ricerca
Silvia Polettini Componenti strutturati del gruppo di ricerca
Abstract

This project aims at exploring the failure probability of some classes of reliability systems. In particular, we consider systems composed by n disaggregated components, and assume that the failure of such systems occur when k components fail, the so-called k-out-of-n systems. We offer different frameworks by including components' heterogeneity and their relevance in leading to the failure of the system.
The analysis is carried out by adopting a multifocal approach. By one side, we offer a statistical perspective on systems failure, by including the presence of a dependence structure among the components of the systems. At this aim, we propose also the construction of suitable copulas for describing the interconnections among components¿ lifetimes. By the other side, we advance a game theory model to identify the conditions leading to the minimization of the failure probability of the systems. In doing so, we discuss the relevance of the components and the possibility of having strategic interactions among them.
The proposed methods are tested over high-quality empirical instances. Among them, we mention the paradigmatic case of the stability of the macroeconomic framework in the Eurozone context.

ERC
PE1_20, SH1_8, PE1_14
Keywords:
TEORIA DEI GIOCHI, AFFIDABILITA¿, STATISTICA, STATISTICA MATEMATICA, FINANZA

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