An adaptive zero-variance importance sampling approximation for static network dependability evaluation

DOI10.1016/J.COR.2013.12.011MaRDI QIDQ336964zbMATHOpenAlexDBLPWikidataFDO

Authors Bruno Tuffin, Samira Saggadi, Pierre L'Ecuyer

Publication date 10 November 2016

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cor.2013.12.011

zbMATH Keywords

reliabilityMonte Carlo simulation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05) Reliability, availability, maintenance, inspection in operations research (90B25)

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Cited in

(3)

• Static network reliability estimation under the Marshall-Olkin copula
• Sampling Conditionally on a Rare Event via Generalized Splitting
• Balanced and approximate zero-variance recursive estimators for the network reliability problem

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