Proceedings of the 2005 Winter Simulation Conference

Sensitivity analysis of network reliability using Monte Carlo (revision 1, Dec. 17, 2005) We analyze the computation of sensitivities in network reliability analysis. The associated models are graphs whose components are weighted by probabilities (their reliabilities) and they are widely used, for instance, in the design of communication networks. The paper deals with the sensitivities of usual reliability network metrics, with respect to the reliabilities of the components. The importance of sensitivities in this context is discussed and it is shown how to efficiently estmate the vector of sensitivities using Monte Carlo procedures. A first result allows to evaluate sensitivities using the standard Monte Carlo approach. A second method is then presente