On stochastic programs over trees with partially dependent arc capacities | Zendy

Shi Ning | Zendy; Cheung Raymond K. | Zendy; Song Haiqing | Zendy

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On stochastic programs over trees with partially dependent arc capacities

Author(s) -

Shi Ning,

Cheung Raymond K.,

Song Haiqing

Publication year - 2007

Publication title -

networks

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.977

H-Index - 64

eISSN - 1097-0037

pISSN - 0028-3045

DOI - 10.1002/net.20185

Subject(s) - arc (geometry) , mathematical optimization , computer science , decomposition , arc routing , stochastic programming , mathematics , routing (electronic design automation) , ecology , computer network , geometry , biology

We study the new problem of stochastic programs over trees with dependent random arc capacities. This problem can be used as a subproblem in decomposition methods that solve multi‐stage networks with independent random arc capacities and random travel times. An efficient algorithm is provided to compute the expected total cost. © 2007 Wiley Periodicals, Inc. NETWORKS, Vol. 50(2), 157–163 2007

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