An Evolution Model for Monte Carlo Estimation of Equilibrium Network Renewal Parameters

27 July 1992

journal article
research article
Published by Cambridge University Press (CUP) in Probability in the Engineering and Informational Sciences

Vol. 6 (4) , 457-469
https://doi.org/10.1017/s0269964800002679

Abstract

This paper presents Monte Carlo techniques for evaluating equilibrium availability and mean up and down periods of a renewable network for a wide class of network operational criteria. The suggested method is based on a graph evolution model that overcomes the main difficulty–hitting low-probability “border” states of the criterion. Theoretical efficiency of the method is briefly discussed and numerical results are presented.

Keywords

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