Abstract

ABSTRACT This paper describes an efficient simulation method for estimating the probability function of maximum flow in a multistate network. A multistate network contains components that have random capacity range among different levels. We propose using importance sampling and choosing the binomial distribution as a biasing distribution to estimate the probability of maximum flow. The experimental result shows that the efficiency of the proposed method is high. This paper also combines importance sampling with the simulation that condition on the capacity of some cuts. The experimental result shows that such a combination will improve the importance sampling further.

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