A new simulation method based on the RVR principle for the rare event K - network reliability problem
In this paper we consider the evaluation of a well Known K-network unreliability parameter by means of a new RVR Monte-Carlo method. It is based on seres-parellel reductions and a conditioning procedure using pathsets and cutsets for recursively changing the original problem into the unreliability p...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | , |
| Format: | report |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.12008/3558 |
| Tags: |
No Tags, Be the first to tag this record!
|
| Summary: | In this paper we consider the evaluation of a well Known K-network unreliability parameter by means of a new RVR Monte-Carlo method. It is based on seres-parellel reductions and a conditioning procedure using pathsets and cutsets for recursively changing the original problem into the unreliability problem for a smaller network. We illustrate by experimental results that the proposed method has good behavior in rare event cases and offers significant speed-ups over other state-of-the art variance-reduction techniques. |
|---|