Balanced and approximate zero-variance recursive estimators for the network reliability problem

DOI10.1145/2674914MaRDI QIDQ5270728zbMATH OpenOpenAlexFDO

Authors Héctor Cancela, M. El Khadiri, Gerardo Rubino, 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

zbMATH Keywords

approximate zero varianceimportance samplingMonte Carlo simulationnetwork reliabilityvariance reduction

Mathematics Subject Classification ID

Reliability and life testing (62N05) Monte Carlo methods (65C05) Stochastic network models in operations research (90B15) Reliability, availability, maintenance, inspection in operations research (90B25)

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Cites work

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• scientific article; zbMATH DE number 3174052 (Why is no real title available?)
• scientific article; zbMATH DE number 1334603 (Why is no real title available?)
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Cited in

(5)

• A new simulation estimator of system reliability
• A new simulation method based on the RVR principle for the rare event network reliability problem
• An adaptive zero-variance importance sampling approximation for static network dependability evaluation
• Static network reliability estimation under the Marshall-Olkin copula
• A fast and accurate ASP counting based network reliability estimator

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