The cross-entropy method for network reliability estimation

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dc.contributor.authorHui, K.
dc.contributor.authorBean, N.
dc.contributor.authorKraetzl, M.
dc.contributor.authorKroese, D.
dc.date.issued2005
dc.descriptionThe original publication is available at www.springerlink.com
dc.description.abstractConsider 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.
dc.description.statementofresponsibilityK.P. Hui, N. Bean, M. Kraetzl and Dirk P. Kroese
dc.identifier.citationAnnals of Operations Research, 2005; 134(1):101-118
dc.identifier.doi10.1007/s10479-005-5726-x
dc.identifier.issn0254-5330
dc.identifier.issn1572-9338
dc.identifier.orcidBean, N. [0000-0002-5351-3104]
dc.identifier.urihttp://hdl.handle.net/2440/17834
dc.language.isoen
dc.publisherKluwer Academic Publishers
dc.rights© 2005 Springer Science + Business Media, Inc.
dc.source.urihttp://www.springerlink.com/content/p2x3367814066380/
dc.subjectnetwork reliability, cross-entropy, rare events, importance sampling, permutation Monte Carlo, merge process
dc.titleThe cross-entropy method for network reliability estimation
dc.typeJournal article
pubs.publication-statusPublished

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