Network Reliability Optimization via the Cross-Entropy Method

Consider a network of unreliable links, each of which comes with a certain price, and reliability. Given a fixed budget, which links should be purchased in order to maximize the system's reliability? We introduce a new approach, based on the cross-entropy method, which can deal effectively with the constraints, and noise introduced when estimating the reliabilities via simulation, in this difficult combinatorial optimization problem. Numerical results demonstrate the effectiveness of the proposed technique

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