A Monte Carlo simulation of the flow network reliability using importance and stratified sampling

S. Bulteau; M. El Khadiri

RAIRO - Operations Research - Recherche Opérationnelle (1998)

  • Volume: 32, Issue: 3, page 271-287
  • ISSN: 0399-0559

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Bulteau, S., and El Khadiri, M.. "A Monte Carlo simulation of the flow network reliability using importance and stratified sampling." RAIRO - Operations Research - Recherche Opérationnelle 32.3 (1998): 271-287. <http://eudml.org/doc/105171>.

@article{Bulteau1998,
author = {Bulteau, S., El Khadiri, M.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
language = {eng},
number = {3},
pages = {271-287},
publisher = {EDP-Sciences},
title = {A Monte Carlo simulation of the flow network reliability using importance and stratified sampling},
url = {http://eudml.org/doc/105171},
volume = {32},
year = {1998},
}

TY - JOUR
AU - Bulteau, S.
AU - El Khadiri, M.
TI - A Monte Carlo simulation of the flow network reliability using importance and stratified sampling
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1998
PB - EDP-Sciences
VL - 32
IS - 3
SP - 271
EP - 287
LA - eng
UR - http://eudml.org/doc/105171
ER -

References

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  1. 1. C. ALEXOPOULOS, A note on state space decomposition methods for analyzing stochastic flow networks, IEEE Transactions on Reliability, 1995, 44, pp. 354- 357. 
  2. 2. M. O. BALL, Computational complexity of network reliability analysis an overview, IEEE Transactions on Reliability, 1986, 35, pp.230-239. Zbl0602.90061
  3. 3. H. CANCELA, M. EL KHADIRI, A recursive variance-reduction algorithm for estimating communication-network reliability, IEEE Transactions on Reliability, 1995, 44, pp. 599-602. 
  4. 4. S. BULTEAU, M. EL KHADIRI, A Recursive Importance Sampling Estimator for a Flow Network Reliability Problem, submitted to Naval Research Logistics, 1996. Zbl1142.90332
  5. 5. S. BULTEAU, M. EL KHADIRI, A Monte Carlo algorithm based on a state space decomposition methodology for flow network reliability evaluation, Technical Report PI 1012, I.R.I.S.A., Campus de Beaulieu, Rennes, France, 1996. Zbl1091.65500
  6. 6. J. CARLIER, O. THEOLOGOU, Factoring & reductions for networks with imperfect vertices, IEEE Transactions on Reliability, 1991, 40, pp.210-217. Zbl0729.90647
  7. 7. P. DOULLIEZ, E. JAMOULLE, Transportation networks with random arc capacities, R.A.I.R.O., 1972, 5, pp. 45-59. Zbl0249.90025MR343881
  8. 8. M. EL KHADIRI, Direct evaluation and simulation of communication network reliability parameters sequential and memory distributed parallel algorithms, PhD thesis, Rennes I, Campus de Beaulieu, 35042 Rennes, France, December 1992. 
  9. 9. S. BULTEAU, Étude topologique des réseaux de communication : fiabilité et vulnérabilité, PhD thesis, Rennes I, Campus de Beaulieu, 35042 Rennes, France, November 1997. 
  10. 10. T. ELPERIN I. GERTSBAKH, M. LOMONOSOV, Estimation of network reliability using graph evolution models, IEEE Transactions on Reliability, 1991, 40, pp. 572-581. Zbl0739.90023
  11. 11. J. R. EVANS, Maximal flow in probabilistic graphs - the discrete case, Networks, 1976, 6, pp. 161-183. Zbl0339.90017MR418886
  12. 12. G. S. FISHMAN, Principles of Discrete Event Digital Simulation, John Wiley and Sons. Inc., 1978. Zbl0537.68104MR540206
  13. 13. G. S. FISHMAN, T. D. SHAW, Evaluating reliability of stochastic flow networks, Probability in the Engineering and Informational Sciences, 1989, 3, pp. 493-509. Zbl1134.90326
  14. 14. J. M. HAMMERSLEY, D. C. HANDSCOMB, Monte Carlo Methods, Halsted Press, Wiley and Sons. Inc., New York, 1979. Zbl0121.35503
  15. 15. S. H. LEE, Reliability in a flow network, IEEE Transactions on Reliability, 1980, 29, pp.24-26. Zbl0428.90024
  16. 16. O. THEOLOGOU, Contribution to network reliability evaluation, PhDthesis, Dept. of Computer Science, University of Compiègne, Compiègne, France, 1990. 
  17. 17. K. S. TRIVEDI, Probability and Statistics with Reliability, Queuing and Computer Science Applications, Prentice-Hall, Inc., Englewood Cliffs, 1982. Zbl0513.60001MR657943

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