The cross-entropy method for network reliability estimation
Date
2005
Authors
Hui, K.
Bean, N.
Kraetzl, M.
Kroese, D.
Editors
Advisors
Journal Title
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Volume Title
Type:
Journal article
Citation
Annals of Operations Research, 2005; 134(1):101-118
Statement of Responsibility
K.P. Hui, N. Bean, M. Kraetzl and Dirk P. Kroese
Conference Name
Abstract
Consider a network of unreliable links, modelling for example a communication network. Estimating the reliability of the network—expressed as the probability that certain nodes in the network are connected—is a computationally difficult task. In this paper we study how the Cross-Entropy method can be used to obtain more efficient network reliability estimation procedures. Three techniques of estimation are considered: Crude Monte Carlo and the more sophisticated Permutation Monte Carlo and Merge Process. We show that the Cross-Entropy method yields a speed-up over all three techniques.
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Dissertation Note
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The original publication is available at www.springerlink.com
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© 2005 Springer Science + Business Media, Inc.