A new simulation method based on the RVR principle for the rare event network reliability problem

作者：Cancela H; El Khadiri M^*; Rubino G

来源：Annals of Operations Research, 2012, 196(1): 111-136.

DOI：10.1007/s10479-011-1017-x

• Network reliability
• Monte-Carlo simulation
• Variance reduction methods
• Rare events
• Paths
• Cuts

In this paper we consider the evaluation of the well known -network unreliability parameter by means of a new RVR Monte-Carlo method. This method is based on series-parallel reductions and a partitioning procedure using pathsets and cutsets for recursively changing the original problem into similar ones on smaller networks. By means of several experimental results, we show that the proposed method has good performances in rare event cases and offers significant gains over other state-of-the-art variance reduction techniques.

• 出版日期2012-7
• 单位INRIA