Network Optimization with Stochastic Programming: Models and Simulation

摘要

As communication technologies evolve, it becomes necessaryrnto incorporate the stochastic effect of traffic flowsrninto network models. This paper introduces the stochasticrnprogramming (SP) methodology to characterize the traffic.rnTwo SP approaches, here-and-now (HN) and scenariorntracking (ST), are described through the case studies for arnprototype network. A numerical optimization procedure isrnused to perform the simulation. It is clearly demonstratedrnthat when the probability distributions can be estimated analytically,rnthe HN approach can be attractive. Otherwise,rnthe ST approach may be more appropriate.