A Stochastic Integer Program with Dual Network Structure and Its Application to the Ground-Holding Problem
Author(s) -
Michael O. Ball,
Robert V. Hoffman,
Amedeo R. Odoni,
Ryan Rifkin
Publication year - 2003
Publication title -
operations research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.797
H-Index - 140
eISSN - 1526-5463
pISSN - 0030-364X
DOI - 10.1287/opre.51.1.167.12795
Subject(s) - generalization , mathematical optimization , computer science , integer programming , dual (grammatical number) , integer (computer science) , flow network , linear programming , matrix (chemical analysis) , stochastic programming , stochastic modelling , operations research , algorithm , mathematics , art , mathematical analysis , statistics , materials science , literature , composite material , programming language
In this paper, we analyze a generalization of a classic network-flow model. The generalization involves the replacement of deterministic demand with stochastic demand. While this generalization destroys the original network structure, we show that the matrix underlying the stochastic model is dual network. Thus, the integer program associated with the stochastic model can be solved efficiently using network-flow or linear-programming techniques. We also develop an application of this model to the ground-holding problem in air-traffic management. The use of this model for the ground-holding problem improves upon prior models by allowing for easy integration into the newly developed ground-delay program procedures based on the Collaborative Decision-Making paradigm.
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