Статья
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28 июня 2011 г.
Paper, 18pp, Annals of Operations Research 134, 101–118, 2005 Consider a network of u[sub][/sub]nreliable 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...