caa a22 4500 386350434 CHVBK 20180307111827.0 cr unu---uuuuu 161130e198910 xx s 000 0 eng 10.1017/S0269964800001340 doi S0269964800001340 pii (NATIONALLICENCE)cambridge-10.1017/S0269964800001340 Evaluating Reliability of Stochastic Flow Networks [Elektronische Daten] This paper describes a highly efficient Monte Carlo sampling plan for evaluating the probability that the flow value in a stochastic flow network is greater than or equal to a prespecified level d. A stochastic flow network can characterize communication, transportation, and water or oil distribution systems. The paper first derives lower and upper bounds on the probability of interest and then describes how one can concentrate sampling in a specialized region of the arc capacity state space to increase the statistical efficiency of the resulting estimate. The paper also gives expressions for worst-case sample sizes needed to meet specified bounds on variances and coefficients of variation and illustrates the proposed sampling plan with an example. Copyright © Cambridge University Press 1989 Fishman George S. Department of Operations Research University of North Carolina Chapel Hill, North Carolina 27599 Shaw Tien-Yi Danny Department of Operations Research University of North Carolina Chapel Hill, North Carolina 27599 Probability in the Engineering and Informational Sciences Cambridge University Press 3/4(1989-10), 493-509 0269-9648 3:4<493 1989 3 PES https://doi.org/10.1017/S0269964800001340 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1017/S0269964800001340 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Fishman George S. Department of Operations Research University of North Carolina Chapel Hill, North Carolina 27599 NATIONALLICENCE 700 1- Shaw Tien-Yi Danny Department of Operations Research University of North Carolina Chapel Hill, North Carolina 27599 NATIONALLICENCE 773 0- Probability in the Engineering and Informational Sciences Cambridge University Press 3/4(1989-10), 493-509 0269-9648 3:4<493 1989 3 PES CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge