Abstract
Consider 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.
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Hui, KP., Bean, N., Kraetzl, M. et al. The Cross-Entropy Method for Network Reliability Estimation. Ann Oper Res 134, 101–118 (2005). https://doi.org/10.1007/s10479-005-5726-x
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DOI: https://doi.org/10.1007/s10479-005-5726-x