An adaptive zero-variance importance sampling approximation for static network dependability evaluation
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Publication:336964
DOI10.1016/j.cor.2013.12.011zbMath1348.90217OpenAlexW2001906796WikidataQ60347114 ScholiaQ60347114MaRDI QIDQ336964
Bruno Tuffin, Samira Saggadi, Pierre L'Ecuyer
Publication date: 10 November 2016
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2013.12.011
Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Reliability, availability, maintenance, inspection in operations research (90B25)
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Sampling Conditionally on a Rare Event via Generalized Splitting ⋮ Static Network Reliability Estimation under the Marshall-Olkin Copula
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