Optimal Flows in Stochastic Dynamic Networks with Congestion

John Birge and James K. Ho
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James K. Ho: University of Illinois, Chicago, Illinois

Operations Research, 1993, vol. 41, issue 1, 203-216

Abstract: 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.

Keywords: production/scheduling; sequencing; stochastic: routing and scheduling in dynamic networks; programming; stochastic: multistage stochastic nonlinear programming; transportation; models; network: dynamic traffic assignment networks (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:41:y:1993:i:1:p:203-216

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