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2016

Improved Sampling Plans for Combinatorial Invariants of Coherent Systems

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Improved Sampling Plans for Combinatorial Invariants of Coherent Systems
—Terminal network reliability problems appear in many real–life applications, such as transportation grids, social and computer networks, communication systems, etc. In this paper we focus on monotone binary systems with identical component reliabilities. The reliability of such systems depends only on the number of failure sets of all possible sizes, which is an important system invariant. For large problems, no analytical solution for calculating this invariant in a reasonable time is known to exist, and one has to rely on different approximation techniques. An example of such a method is Permutation Monte Carlo. It is known that this simple plan is not sufficient for adequate estimation of network reliability due to the rare–event problem. As an alternative we propose a different sampling strategy that is based on the recently pioneered Stochastic Enumeration algorithm for tree cost estimation. We show that thanks to its built–in splitting mechanism this method is able to d...
Radislav Vaisman, Dirk P. Kroese, Ilya B. Gertsbak
Added 11 Apr 2016
Updated 11 Apr 2016
Type Journal
Year 2016
Where TR
Authors Radislav Vaisman, Dirk P. Kroese, Ilya B. Gertsbakh
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