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On capacitated stochastic chain problems in a network

✍ Scribed by Ganapathy, L.; Nair, K. P. K.

Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
110 KB
Volume
31
Category
Article
ISSN
0028-3045

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✦ Synopsis

This paper considers two basic problems relating to capacitated chains in a stochastic network in which each arc has a discrete arbitrary probability distribution for its capacity. Given a sourcesink pair, the first problem is to find an optimal capacity chain subject to a chance constraint. By treating the right-hand side of the chance constraint also as a decision variable, the complete spectrum of optimal solutions is found by a polynomial algorithm. The second problem is to find a chain with the highest expected capacity. A vectorial labeling algorithm which exploits a certain dominance property and an effective bound is presented for solving this problem. Both are illustrated by an example, and computational results on the second are included.

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