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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