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...

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Main Author: Cancela, Héctor (author)
Other Authors: El Khadiri, Mohamed (author), Rubino, Gerardo (author)
Format: report
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/20.500.12008/3558
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author Cancela, Héctor
author2 El Khadiri, Mohamed
Rubino, Gerardo
author2_role author
author
author_browse Cancela, Héctor
El Khadiri, Mohamed
Rubino, Gerardo
author_facet Cancela, Héctor
El Khadiri, Mohamed
Rubino, Gerardo
author_role author
collection COLIBRI
dc.creator.none.fl_str_mv Cancela, Héctor
El Khadiri, Mohamed
Rubino, Gerardo
dc.date.none.fl_str_mv 2008
2014-12-02T16:08:06Z
2014-12-02T16:08:06Z
20141202
dc.format.none.fl_str_mv 22 p.
application/pdf
dc.identifier.none.fl_str_mv CANCELA BOSI, H., EL KHADIRI, M., RUBINO, G. "A new simulation method based on the RVR principle for the rare event K - network reliability problem". Reportes Técnicos 08-18. UR. FI – INCO, 2008.
0797-6410
http://hdl.handle.net/20.500.12008/3558
dc.language.none.fl_str_mv in
dc.publisher.none.fl_str_mv UR. FI – INCO.
dc.relation.none.fl_str_mv Reportes Técnicos 08-18
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
Licencia Creative Commons Atribución – No Comercial – Sin Derivadas (CC BY-NC-ND 4.0)
dc.source.none.fl_str_mv reponame:COLIBRI
instname:Universidad de la República
instacron:Universidad de la República
dc.subject.none.fl_str_mv RVR
Método de Monte Carlo
dc.title.none.fl_str_mv A new simulation method based on the RVR principle for the rare event K - network reliability problem
dc.type.none.fl_str_mv Reporte técnico
info:eu-repo/semantics/report
info:eu-repo/semantics/publishedVersion
description 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.
eu_rights_str_mv openAccess
format report
id anni_2dccf0565ba9772f8de7482cc44cd875
identifier_str_mv CANCELA BOSI, H., EL KHADIRI, M., RUBINO, G. "A new simulation method based on the RVR principle for the rare event K - network reliability problem". Reportes Técnicos 08-18. UR. FI – INCO, 2008.
0797-6410
instacron_str Universidad de la República
institution Universidad de la República
instname_str Universidad de la República
language_invalid_str_mv in
network_acronym_str anni
network_name_str oai-lr-anni
oai_identifier_str oai:colibri.udelar.edu.uy:20.500.12008/3558
publishDate 2008
publishDateSort 2008
publisher.none.fl_str_mv UR. FI – INCO.
reponame_str COLIBRI
repository.mail.fl_str_mv
repository.name.fl_str_mv
repository_id_str
rights_invalid_str_mv Licencia Creative Commons Atribución – No Comercial – Sin Derivadas (CC BY-NC-ND 4.0)
spelling A new simulation method based on the RVR principle for the rare event K - network reliability problemCancela, HéctorEl Khadiri, MohamedRubino, GerardoRVRMétodo de Monte CarloIn 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.UR. FI – INCO.2014-12-02T16:08:06Z2014-12-02T16:08:06Z200820141202Reporte técnicoinfo:eu-repo/semantics/reportinfo:eu-repo/semantics/publishedVersion22 p.application/pdfCANCELA BOSI, H., EL KHADIRI, M., RUBINO, G. "A new simulation method based on the RVR principle for the rare event K - network reliability problem". Reportes Técnicos 08-18. UR. FI – INCO, 2008.0797-6410http://hdl.handle.net/20.500.12008/3558reponame:COLIBRIinstname:Universidad de la Repúblicainstacron:Universidad de la RepúblicainReportes Técnicos 08-18Las obras depositadas en el Repositorio se rigen por la Ordenanza de los Derechos de la Propiedad Intelectual de la Universidad De La República. (Res. Nº 91 de C.D.C. de 8/III/1994 – D.O. 7/IV/1994) y por la Ordenanza del Repositorio Abierto de la Universidad de la República (Res. Nº 16 de C.D.C. de 07/10/2014)info:eu-repo/semantics/openAccessLicencia Creative Commons Atribución – No Comercial – Sin Derivadas (CC BY-NC-ND 4.0)oai:colibri.udelar.edu.uy:20.500.12008/35582026-04-14T10:16:16Z
spellingShingle A new simulation method based on the RVR principle for the rare event K - network reliability problem
Cancela, Héctor
RVR
Método de Monte Carlo
status_str publishedVersion
title A new simulation method based on the RVR principle for the rare event K - network reliability problem
title_full A new simulation method based on the RVR principle for the rare event K - network reliability problem
title_fullStr A new simulation method based on the RVR principle for the rare event K - network reliability problem
title_full_unstemmed A new simulation method based on the RVR principle for the rare event K - network reliability problem
title_short A new simulation method based on the RVR principle for the rare event K - network reliability problem
title_sort A new simulation method based on the RVR principle for the rare event K - network reliability problem
topic RVR
Método de Monte Carlo
url http://hdl.handle.net/20.500.12008/3558