Balanced and Approximate Zero-Variance Recursive Estimators for the Network Reliability Problem

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

zbMATH Keywords

importance samplingMonte Carlo simulationvariance reductionnetwork reliabilityapproximate zero variance

Mathematics Subject Classification ID

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

Related Items

Static Network Reliability Estimation under the Marshall-Olkin Copula

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