On the Treatment of Uncertainties and Probabilities in Engineering Decision Analysis

[+] Author and Article Information
Michael Havbro Faber

 Swiss Federal Institute of Technology, Institute of Structural Engineering, ETH Hönggerberg, CH-8093 Zürich, Switzerlandfaber@ibk.baug.ethz.ch

J. Offshore Mech. Arct. Eng 127(3), 243-248 (Mar 29, 2005) (6 pages) doi:10.1115/1.1951776 History: Received November 10, 2003; Revised March 29, 2005

In the present paper an introduction is initially given on the interpretation of uncertainty and probability in engineering decision analysis and it is explained how, in some cases, uncertainties may change type depending on the “scale” of the applied modeling and as a function of time. Thereafter it is attempted to identify and outline the generic character of different engineering decision problems and to categorize these as prior, posterior, and preposterior decision problems, in accordance with the Bayesian decision theory. Finally, input is given to an ongoing discussion concerning the correctness and consistency of uncertainty modeling applied in the most recent reliability updating analysis for structural requalification and inspection and maintenance planning. To this end an outline is given in regard to appropriate uncertainty treatment in the probabilistic modeling for different types of decision problems.

Copyright © 2005 by American Society of Mechanical Engineers
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Figure 1

An illustration of the uncertainty composition in a typical engineering problem

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Figure 2

An illustration of the time dependence of knowledge

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Figure 3

The decision tree for prior and posterior decision analysis

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Figure 4

The decision tree for preposterior decision analysis

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Figure 5

An illustration of a load with a high degree of temporal dependency



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