Computers and Operations Research
Principles of Discrete Event Simulation
Principles of Discrete Event Simulation
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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.