Titlebook: Optimal Control and Dynamic Games; Applications in Fina Christophe Deissenberg,Richard F. Hartl Book 2005 Springer-Verlag US 2005 Applicati

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Reliability Indexle, the failure probability is computed by . and . is the reliability index. When . is a nonlinear function of . normal random variables (., …, .), then the preceding formula can be generalized, with some approximation. One uses a nice property of the reliability index, to be the shortest distance o