Coupled systems design in probabilistic environments

In traditional robust design techniques, one is concerned with minimizing the variation in the system output due to uncertainty or variation in external conditions without eliminating the source of the variation or uncertainty. Recent applications of robust design have dealt with modeling the interfaces between designers in highly coupled systems where the uncertainty is due to the lack of knowledge of non-local design decisions. In this paper, we extend robust design principles into probabilistic design problems. Non-local information is modeled as uncertainty in a probabilistic sense and decisions are made using simulation and optimization. The sensitivity of these probabilistic decisions to the distribution of decisions of other designers is also modeled and approximated. Validation is offered in the form of a comparison with probabilistic theory prediction using the design of a pressure vessel.