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...
| Autores: | , , |
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| Tipo de recurso: | informe técnico |
| Estado: | Versión publicada |
| Fecha de publicación: | 2008 |
| País: | Uruguay |
| Institución: | Universidad de la República |
| Repositorio: | COLIBRI |
| OAI Identifier: | oai:colibri.udelar.edu.uy:20.500.12008/3558 |
| Acceso en línea: | http://hdl.handle.net/20.500.12008/3558 |
| Access Level: | acceso abierto |
| Palabra clave: | RVR Método de Monte Carlo |
| Sumario: | 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. |
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