Balanced and Approximate Zero-Variance Recursive Estimators for the Network Reliability Problem
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Publication:5270728
DOI10.1145/2674914zbMath1369.90058OpenAlexW2165556721MaRDI QIDQ5270728
Gerardo Rubino, M. El Khadiri, Héctor Cancela, Bruno Tuffin
Publication date: 30 June 2017
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/hal-00908567/file/RVRERB-vTOMACS-v10.pdf
importance samplingMonte Carlo simulationvariance reductionnetwork reliabilityapproximate zero variance
Monte Carlo methods (65C05) Stochastic network models in operations research (90B15) Reliability, availability, maintenance, inspection in operations research (90B25) Reliability and life testing (62N05)
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