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Conference Papers Year : 2023

Network Performability, Rare Events and Standard Monte Carlo

Abstract

In this talk, we underline the interest in moving from the typical reliability binary world where components and systems are either up or down, to a multi-variate one, where the up state is decomposed into several performance levels. This is also called a performability view of the system. After discussing a very representative metric in this class, called resilience in the area, we briefly describe a Monte Carlo approach where instead of trying to reduce the variance of the estimators, we focus on reducing their time complexities. This view allows a first straightforward way of exploring resilience and related metrics. It also allows performing a sensitivity analysis of them with respect to the individual reliabilities of the components, without a significant overhead of the procedure that estimates the resilience metric alone. We limit the development to a static context. Numerical examples illustrate these procedures.
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Dates and versions

hal-04381155 , version 1 (09-01-2024)

Licence

Public Domain

Identifiers

  • HAL Id : hal-04381155 , version 1

Cite

Gerardo Rubino. Network Performability, Rare Events and Standard Monte Carlo. LACIAM 2023 - First Latin American Congress on Industrial and Applied Mathematics, Jan 2023, Rio De Janeiro, Brazil. pp.1-33. ⟨hal-04381155⟩
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