The knowledge about a planned system in engineering design applications is never
complete. Often, a probabilistic quantification of the uncertainty arising from this missing
information is warranted in order to efficiently incorporate our partial knowledge about the
system and its environment into their respective models. In this framework, the design
objective is typically related to the expected value of a system performance measure, such
as reliability or expected life-cycle cost. This system design process is called stochastic
system design and the associated design optimization problem stochastic optimization. In
this thesis general stochastic system design problems are discussed. Application of this
design approach to the specific field of structural control is considered for developing a
robust-to-uncertainties nonlinear controller synthesis methodology.
Initially problems that involve relatively simple models are discussed. Analytical
approximations, motivated by the simplicity of the models adopted, are discussed for
evaluating the system performance and efficiently performing the stochastic optimization.
Special focus is given in this setting on the design of control laws for linear structural
systems with probabilistic model uncertainty, under stationary stochastic excitation. The
analysis then shifts to complex systems, involving nonlinear models with high-dimensional
uncertainties. To address this complexity in the model description stochastic simulation is
suggested for evaluating the performance objectives. This simulation-based approach
addresses adequately all important characteristics of the system but makes the associated
design optimization challenging. A novel algorithm, called Stochastic Subset Optimization
(SSO), is developed for efficiently exploring the sensitivity of the objective function to the
design variables and iteratively identifying a subset of the original design space that has
v i
high plausibility of containing the optimal design variables. An efficient two-stage
framework for the stochastic optimization is then discussed combining SSO with some
other stochastic search algorithm. Topics related to the combination of the two different
stages for overall enhanced efficiency of the optimization process are discussed.
Applications to general structural design problems as well as structural control problems
are finally considered. The design objectives in these problems are the reliability of the
system and the life-cycle cost. For the latter case, instead of approximating the damages
from future earthquakes in terms of the reliability of the structure, as typically performed in
past research efforts, an accurate methodology is presented for estimating this cost; this
methodology uses the nonlinear response of the structure under a given excitation to
estimate the damages in a detailed, component level