The use of cutsets in Monte Carlo analysis of stochastic networks

DOI10.1016/0378-4754(79)90007-7zbMath0416.90030OpenAlexW2074329090MaRDI QIDQ754751

J. J. Solberg, C. E. Sigal, A. Alan B. Pritsker

Publication date: 1979

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(79)90007-7

zbMATH Keywords

reliabilitystochastic networksMonte Carlo analysisdirected acyclic networksequipment replacement analysismaximal flow problemsnetwork performance measuresPert-type network planningprobabilistic arc durationsproject planningstochastic dynamic programming problemsuniformly directed cutsets

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic network models in operations research (90B15) Reliability, availability, maintenance, inspection in operations research (90B25)

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Cites Work

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• The use of cutsets in Monte Carlo analysis of stochastic networks
• The Stochastic Shortest Route Problem
• Distribution of the Time Through a Directed, Acyclic Network
• A Statistical Theory for PERT Critical Path Analysis
• Shortest Paths in Probabilistic Graphs
• Numerical Evaluation of Multiple Integrals
• Numerical Operators for Statistical PERT Critical Path Analysis
• Conditional Monte Carlo: A Simulation Technique for Stochastic Network Analysis
• More on Conditioned Sampling in the Simulation of Stochastic Networks