The use of cutsets in Monte Carlo analysis of stochastic networks

DOI10.1016/0378-4754(79)90007-7zbMATH Open0416.90030OpenAlexW2074329090MaRDI QIDQ754751FDOQ754751

A. Alan B. Pritsker, J. J. Solberg, C. E. Sigal

Publication date: 1979

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(79)90007-7

zbMATH Keywords

reliabilityMonte Carlo analysisstochastic networksdirected acyclic networksequipment replacement analysismaximal flow problemsnetwork performance measuresPert-type network planningprobabilistic arc durationsproject planningstochastic dynamic programming problemsuniformly directed cutsets

Mathematics Subject Classification ID

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

Cites Work

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• Shortest Paths in Probabilistic Graphs
• The Stochastic Shortest Route Problem
• Numerical Evaluation of Multiple Integrals
• Distribution of the Time Through a Directed, Acyclic Network
• A Statistical Theory for PERT Critical Path Analysis
• Conditional Monte Carlo: A Simulation Technique for Stochastic Network Analysis
• The use of cutsets in Monte Carlo analysis of stochastic networks
• Numerical Operators for Statistical PERT Critical Path Analysis
• More on Conditioned Sampling in the Simulation of Stochastic Networks

Cited In (24)

• Reliability function of a class of time-dependent systems with standby redundancy
• A perspective on variance reduction in dynamic simulation experiments
• A Tutorial on Quantile Estimation via Monte Carlo
• Stochastic networks and the extreme value distribution
• The most likely path on series-parallel networks
• The use of cutsets in Monte Carlo analysis of stochastic networks
• Approximating the distribution functions in stochastic networks
• Risk taking in stochastic PERT networks
• A new analytical algorithm and generation of Gaussian quadrature formula for stochastic network
• Resource-constrained project scheduling: Notation, classification, models, and methods
• Multiobjective routing of hazardous materials in stochastic networks
• Path critical index and activity critical index in PERT networks
• A new structural mechanism for reducibility of stochastic PERT networks
• The most critical path in a PERT network: A heuristic approach
• On criticality and sensitivity in activity networks
• A heuristic procedure for solving the dynamic probabilistic project expediting problem
• A new approximation algorithm for obtaining the probability distribution function for project completion time
• The expected length of a shortest path
• Chance-constrained programming in activity networks: A critical evaluation
• A Monte Carlo Technique with Quasirandom Points for the Stochastic Shortest Path Problem
• Time-cost trade-off via optimal control theory in Markov PERT networks
• A multi-objective resource allocation problem in PERT networks
• Stochastic gradient-based time-cost tradeoffs in PERT networks using simulation
• A new approach to determine the critical path in stochastic activity network

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