OPTIMAL FLOWS IN STOCHASTIC DYNAMIC NETWORKS WITH CONGESTION
成果类型：
Article
署名作者：
BIRGE, JR; HO, JK
署名单位：
University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.41.1.203
发表日期：
1993
页码：
203-216
关键词：
摘要：
This paper presents a method for finding optimal flows in a dynamic network with random inputs into the system and congestion limits on flow. This model has been used in deterministic settings to represent dynamic traffic assignment and job shop routing. This paper builds on the deterministic results to show that a globally optimal solution in the stochastic problem may be obtained by a sequence of linear optimizations. A decomposition algorithm for this procedure is presented that efficiently solves problems with large-scale deterministic equivalents of up to 66,000 variables.