Highly Reliable Markovian Systems Interval Availability Estimation by Importance Sampling

Bruno Tuffin 1
1 DIONYSOS - Dependability Interoperability and perfOrmance aNalYsiS Of networkS
Inria Rennes – Bretagne Atlantique , IRISA-D2 - RÉSEAUX, TÉLÉCOMMUNICATION ET SERVICES
Abstract : This paper describes how importance sampling can be applied to efficiently estimate the average interval availability of highly reliable Markovian systems, made of components subject to failures and repairs. We describe a methodology for approximating the zero-variance change of measure. The method is illustrated to be very efficient on a small example, compared with standard importance sampling strategies developed in the literature.
Type de document :
Communication dans un congrès
Winter Simulation Conference (WSC), Dec 2014, Savannah, United States. IEEE, 〈http://dl.acm.org/citation.cfm?id=2693927〉
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https://hal.inria.fr/hal-01096327
Contributeur : Bruno Tuffin <>
Soumis le : mercredi 17 décembre 2014 - 11:34:04
Dernière modification le : vendredi 16 novembre 2018 - 01:39:36

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  • HAL Id : hal-01096327, version 1

Citation

Bruno Tuffin. Highly Reliable Markovian Systems Interval Availability Estimation by Importance Sampling. Winter Simulation Conference (WSC), Dec 2014, Savannah, United States. IEEE, 〈http://dl.acm.org/citation.cfm?id=2693927〉. 〈hal-01096327〉

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