Stochastic flow networks: how component criticality changes with component reliability

  • Authors:
  • Christos Alexopoulos;George S. Fishman

  • Affiliations:
  • University of North Carolina, Chapel Hill;University of North Carolina, Chapel Hill

  • Venue:
  • WSC '88 Proceedings of the 20th conference on Winter simulation
  • Year:
  • 1988

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Abstract

Consider a directed flow network whose arcs have random two-state capacities. The paper describes how a single Monte Carlo experiment allows one to estimate the sensitivity of the probability that a particular cutset is critical, given that the maximum flow between a pair of nodes takes values in an interval, in response to varying arc reliabilities. The technique improves considerably on alternative potential methods.