A new simulation method based on the RVR principle for the rare event network reliability problem

DOI10.1007/S10479-011-1017-XMaRDI QIDQ1761802zbMATH OpenOpenAlexFDO

Authors M. El Khadiri, Héctor Cancela, Gerardo Rubino

Publication date 15 November 2012

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-011-1017-x

zbMATH Keywords

pathsrare eventsMonte-Carlo simulationnetwork reliabilitycutsvariance reduction methods

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Communication networks in operations research (90B18)

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Cites work

• scientific article; zbMATH DE number 5542185 (Why is no real title available?)
• A Comparison of Four Monte Carlo Methods for Estimating the Probability of s-t Connectedness
• A Linear-Time Algorithm for Computing K-Terminal Reliability in Series-Parallel Networks
• A Monte Carlo Sampling Plan for Estimating Network Reliability
• A factoring algorithm using polygon-to-chain reductions for computing K-terminal network reliability
• A new simulation estimator of system reliability
• An Improvement to the Total Hazard Method for System Reliability Simulation
• Computational Complexity of Network Reliability Analysis: An Overview
• Estimation of network reliability using graph evolution models
• Factoring Algorithms for Computing K-Terminal Network Reliability
• Network reliability and the factoring theorem
• Rare event analysis by Monte Carlo techniques in static models
• Sequential Destruction Method for Monte Carlo Evaluation of System Reliability
• System Reliability By Simulation: Random Hazards Versus Importance Sampling
• THE TREE CUT AND MERGE ALGORITHM FOR ESTIMATION OF NETWORK RELIABILITY
• The cross-entropy method for network reliability estimation
• Variance Reduction in Simulation via Random Hazards

Cited in

(4)

• On the reliability estimation of stochastic binary systems
• An efficient alternative to the exact evaluation of the quickest path flow network reliability problem
• Reliability measures for two-part partition of states for aggregated Markov repairable systems
• Balanced and approximate zero-variance recursive estimators for the network reliability problem

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