Studies On Monte Carlo Method For Estimating Reliability Of etwork

• Main Authors: Chen Kao Lan, 陳國連
• Other Authors: John Yuan
• Format: Others
• Language: en_US
• Published: 1993
• Online Access: http://ndltd.ncl.edu.tw/handle/60773912126240883667

碩士 === 國立清華大學 === 工業工程研究所 === 81 === Most literatures study system reliability by using binary -state models, i.e. the system and it's components flucturate between ``functioning'' and ``failed''.Recently, basic theory for the multi-state models or multi-state systems of multistate components has been being developed. Flow networks with discrete , integer-valued capacities for each components( arcs) are one typical class of such multi-state model. How to measure the reliability that the flow network system can transimit at least a given units of flow from the source node to the sink node successfully and how to measure the importance of each component to the system thus attract recent attention.Another question of considerable interest is how to find out which components are most crucial to the proper functioning of the system by using the notation of component importance measure. This paper first presents a Monte Carlo method which uses the stratified sampling method to estimte the reliability of such a flow network. This method is efficient whenever compared to the crude Monte Carlo method. Also, it proposes the CRN method to estimate one of the component importance measures. This method is efficient whenever compared to the crude Monte Carlo method.