The cross-entropy method for network reliability estimation

Annals of Operations Research

Volumn 134, Issue 1, 2005, Pages 101-118

  Hui, K P ^a   Bean, N ^b   Kraetzl, M ^c   Kroese, Dirk P ^d  

^a Def Sci and Technol Organisation   (Australia)

^b UNIVERSITY OF ADELAIDE   (Australia)

^c ISR Division   (Australia)

^d UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Cross entropy; Importance sampling; Merge process; Network reliability; Permutation Monte Carlo; Rare events

Indexed keywords

EID: 17444417821     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-005-5726-x     Document Type: Article

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