Hui, K.Bean, N.Kraetzl, M.Kroese, D.2006-12-042006-12-042005Annals of Operations Research, 2005; 134(1):101-1180254-53301572-9338http://hdl.handle.net/2440/17834The original publication is available at www.springerlink.comConsider 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.en© 2005 Springer Science + Business Media, Inc.network reliability, cross-entropy, rare events, importance sampling, permutation Monte Carlo, merge processJournal article002005020610.1007/s10479-005-5726-x0002281955000042-s2.0-1744441782155222Bean, N. [0000-0002-5351-3104]