FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2153441485> ?p ?o ?g. }

• W2153441485 endingPage "554" @default.
• W2153441485 startingPage "524" @default.
• W2153441485 abstract "We discuss the estimation of derivatives of a performance measure using the likelihood ratio method in simulations of highly reliable Markovian systems. We compare the difficulties of estimating the performance measure and of estimating its partial derivatives with respect to component failure rates as the component failure rates tend to 0 and the component repair rates remain fixed. We first consider the case when the quantities are estimated using naive simulation; i.e., when no variance reduction technique is used. In particular, we prove that in the limit, some of the partial derivatives can be estimated as accurately as the performance measure itself. This result is of particular interest in light of the somewhat pessimistic empirical results others have obtained when applying the likelihood ratio method to other types of systems. However, the result only holds for certain partial derivatives of the performance measure when using naive simulation. More specifically, we can estimate a certain partial derivative with the same relative accuracy as the performance measure if the partial derivative is associated with a component either having one of the largest failure rates or whose failure can trigger a failure transition on one of the “most likely paths to failure.” Also, we develop a simple criterion to determine which partial derivatives will satisfy either of these properties. In particular, we can identify these derivatives using a sensitivity measure which can be calculated for each type of component. We also examine the limiting behavior of the estimates of the performance measure and its derivatives which are obtained when an importance sampling scheme known as balanced failure biasing is used. In particular, we show that the estimates of all derivatives can be improved. In contrast to the situation that arose when using naive simulation, we prove that in the limit, all derivatives can be estimated as accurately as the performance measure when balanced failure biasing is employed. Finally, we formalize the notion of a “most likely path to failure” in the setting of highly reliable Markovian systems. We accomplish this by proving a conditional limit theorem for the distribution of the sample paths leading to a system failure, given that a system failure occurs before the system returns to the state with all components operational. We use this result to establish our other results." @default.
• W2153441485 created "2016-06-24" @default.
• W2153441485 creator A5001888075 @default.
• W2153441485 date "1995-03-01" @default.
• W2153441485 modified "2023-09-28" @default.
• W2153441485 title "Asymptotics of Likelihood Ratio Derivative Estimators in Simulations of Highly Reliable Markovian Systems" @default.
• W2153441485 cites W1489796217 @default.
• W2153441485 cites W1552393016 @default.
• W2153441485 cites W1557525246 @default.
• W2153441485 cites W1565981572 @default.
• W2153441485 cites W1593494339 @default.
• W2153441485 cites W1965786092 @default.
• W2153441485 cites W1970602736 @default.
• W2153441485 cites W1981718884 @default.
• W2153441485 cites W1991918412 @default.
• W2153441485 cites W1994930649 @default.
• W2153441485 cites W2006036383 @default.
• W2153441485 cites W2008210727 @default.
• W2153441485 cites W2010987374 @default.
• W2153441485 cites W2016828869 @default.
• W2153441485 cites W2018568989 @default.
• W2153441485 cites W2019330954 @default.
• W2153441485 cites W2029185001 @default.
• W2153441485 cites W2040667028 @default.
• W2153441485 cites W2056099894 @default.
• W2153441485 cites W2060228835 @default.
• W2153441485 cites W2072261297 @default.
• W2153441485 cites W2087018957 @default.
• W2153441485 cites W2091176971 @default.
• W2153441485 cites W2097415784 @default.
• W2153441485 cites W2104726827 @default.
• W2153441485 cites W2105099705 @default.
• W2153441485 cites W2112804471 @default.
• W2153441485 cites W2113750873 @default.
• W2153441485 cites W2118000334 @default.
• W2153441485 cites W2127255353 @default.
• W2153441485 cites W2130594164 @default.
• W2153441485 cites W2137306058 @default.
• W2153441485 cites W2164805857 @default.
• W2153441485 cites W2164863330 @default.
• W2153441485 cites W2165292532 @default.
• W2153441485 cites W2322758745 @default.
• W2153441485 cites W2333873593 @default.
• W2153441485 doi "https://doi.org/10.1287/mnsc.41.3.524" @default.
• W2153441485 hasPublicationYear "1995" @default.
• W2153441485 type Work @default.
• W2153441485 sameAs 2153441485 @default.
• W2153441485 citedByCount "20" @default.
• W2153441485 countsByYear W21534414852013 @default.
• W2153441485 countsByYear W21534414852019 @default.
• W2153441485 countsByYear W21534414852020 @default.
• W2153441485 countsByYear W21534414852022 @default.
• W2153441485 crossrefType "journal-article" @default.
• W2153441485 hasAuthorship W2153441485A5001888075 @default.
• W2153441485 hasConcept C105795698 @default.
• W2153441485 hasConcept C106159729 @default.
• W2153441485 hasConcept C111472728 @default.
• W2153441485 hasConcept C111771559 @default.
• W2153441485 hasConcept C121332964 @default.
• W2153441485 hasConcept C121955636 @default.
• W2153441485 hasConcept C124101348 @default.
• W2153441485 hasConcept C126255220 @default.
• W2153441485 hasConcept C127413603 @default.
• W2153441485 hasConcept C134306372 @default.
• W2153441485 hasConcept C138885662 @default.
• W2153441485 hasConcept C144133560 @default.
• W2153441485 hasConcept C151201525 @default.
• W2153441485 hasConcept C162324750 @default.
• W2153441485 hasConcept C168167062 @default.
• W2153441485 hasConcept C185429906 @default.
• W2153441485 hasConcept C196083921 @default.
• W2153441485 hasConcept C206654554 @default.
• W2153441485 hasConcept C21200559 @default.
• W2153441485 hasConcept C24326235 @default.
• W2153441485 hasConcept C2780009758 @default.
• W2153441485 hasConcept C2780586882 @default.
• W2153441485 hasConcept C28826006 @default.
• W2153441485 hasConcept C33923547 @default.
• W2153441485 hasConcept C41008148 @default.
• W2153441485 hasConcept C53846429 @default.
• W2153441485 hasConcept C97355855 @default.
• W2153441485 hasConceptScore W2153441485C105795698 @default.
• W2153441485 hasConceptScore W2153441485C106159729 @default.
• W2153441485 hasConceptScore W2153441485C111472728 @default.
• W2153441485 hasConceptScore W2153441485C111771559 @default.
• W2153441485 hasConceptScore W2153441485C121332964 @default.
• W2153441485 hasConceptScore W2153441485C121955636 @default.
• W2153441485 hasConceptScore W2153441485C124101348 @default.
• W2153441485 hasConceptScore W2153441485C126255220 @default.
• W2153441485 hasConceptScore W2153441485C127413603 @default.
• W2153441485 hasConceptScore W2153441485C134306372 @default.
• W2153441485 hasConceptScore W2153441485C138885662 @default.
• W2153441485 hasConceptScore W2153441485C144133560 @default.
• W2153441485 hasConceptScore W2153441485C151201525 @default.
• W2153441485 hasConceptScore W2153441485C162324750 @default.
• W2153441485 hasConceptScore W2153441485C168167062 @default.
• W2153441485 hasConceptScore W2153441485C185429906 @default.
• W2153441485 hasConceptScore W2153441485C196083921 @default.

• next