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- Andres Alban, Hardik A. Darji, Atsuki Imamura, Marvin K. Nakayama
- 2016 Winter Simulation Conference (WSC)
- 2016

We consider a system subjected to multiple loads with corresponding capacities to withstand the loads, where both loads and capacities are random. The system fails when any load exceeds its capacity, and the goal is to apply Monte Carlo methods to estimate the failure probability. We consider various combinations of variance-reduction techniques, including… (More)

- Andres Alban, Hardik A. Darji, Atsuki Imamura, Marvin K. Nakayama
- Rel. Eng. & Sys. Safety
- 2017

We develop efficient Monte Carlo methods for estimating the failure probability of a system. An example of the problem comes from an approach for probabilistic safety assessment of nuclear power plants known as risk-informed safety-margin characterization, but it also arises in other contexts, e.g., structural reliability, catastrophe modeling, and finance.… (More)

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