On Derivative Estimation of the Mean Time to Failure in Simulations of Highly Reliable Markovian Systems

DOI10.1287/opre.46.2.285zbMath0979.90039OpenAlexW2163671363MaRDI QIDQ2770088

Marvin K. Nakayama

Publication date: 7 February 2002

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.46.2.285

zbMATH Keywords

mean time to failureMarkovian systemimportance-sampling methods

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25)