The sensitivity analysis of binary networks via simulation

The sensitivity analysis of binary networks via simulation

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Article ID: iaor20001747
Country: Netherlands
Volume: 114
Issue: 3
Start Page Number: 602
End Page Number: 609
Publication Date: May 1999
Journal: European Journal of Operational Research
Authors:
Keywords: simulation
Abstract:

This paper presents efficient simulation methods for the sensitivity analysis of reliability models of binary networks. Especially, this paper investigates the relative change of the reliability. We propose using the conditional expectation to estimate the derivative of system reliability. This method is compared with the score function method. The proposed simulation seems more efficient when the relative change of reliability is concerned. A simulation of bridge networks is used to demonstrate this efficiency.

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