蒙特卡罗可靠性组合学

M. Lomonosov, Y. Shpungin
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引用次数: 17

摘要

我们研究了一类系统可靠性的无偏蒙特卡罗估计,避免了罕见事件困难。该类与系统组合学密切相关,并包含唯一的“极值”成员,具有最小和最大相对误差。一些已知的网络可靠性蒙特卡罗启发式方法,包括全多项式情况,都属于这种类型。©1999 John Wiley & Sons, Inc随机结构。Alg。科学通报,14 (4):329-343,1999
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Combinatorics of reliability Monte Carlo
We study one class of unbiased Monte Carlo estimators for system reliability, avoiding the rare event difficulty. This class is closely related to the system combinatorics and contains unique “extreme” members, having the minimum and maximum relative error. Some known Monte Carlo heuristics for network reliability, including fully polynomial cases, are of this type. ©1999 John Wiley & Sons, Inc. Random Struct. Alg., 14: 329–343, 1999
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