Recursive Variance Reduction algorithm with Control Variate for Estimating Stochastic Network Reliability
碩士 === 國立臺灣科技大學 === 資訊管理系 === 95 === A control variate estimator for estimating the reliability of a stochastic network is proposed. Some sampling efforts are used to find the expection of the control variate,which is required in constructing the control variate estimator. The proposed estimator is...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2007
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Online Access: | http://ndltd.ncl.edu.tw/handle/ejzg9e |
Summary: | 碩士 === 國立臺灣科技大學 === 資訊管理系 === 95 === A control variate estimator for estimating the reliability of a stochastic network is proposed. Some sampling efforts are used to find the expection of the control variate,which is required in constructing the control variate estimator. The proposed estimator is shown to be unbiased. Emprical results show that the proposed estimator outpeform current works.
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