Technical Note—An Improved Implementation of Conditional Monte Carlo Estimation of Path Lengths in Stochastic Networks

1 December 1985

journal article
Published by Institute for Operations Research and the Management Sciences (INFORMS) in Operations Research

Vol. 33 (6) , 1389-1393
https://doi.org/10.1287/opre.33.6.1389

Abstract

This note suggests an improvement to the Monte Carlo simulation technique of Sigal, Pritsker and Solberg for estimating the distribution of the shortest/longest path length in a stochastic network. This improvement also applies in network reliability estimation and PERT analysis.

Keywords

NOTE
SHORTEST/LONGEST
IMPLEMENTATION
SIGAL
SOLBERG
PERT
PRITSKER
MONTE CARLO
TECHNICAL

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