We consider large-scale, network-based, resource allocation problems under uncertainty, with specific focus on the class of problems referred to as multi-commodity flow problems with time-windows. These problems are at the core of many network-based resource allocation problems. Inherent data uncertainty in the problem guarantees that deterministic optimal solutions are rarely, if ever, executed. Our work examines methods of proactive planning, that is, robust plan generation to protect against future uncertainty. By modeling uncertainties in data corresponding to service times, resource availability, supplies and demands, we can generate solutions that are more robust operationally, that is, more likely to be executed or easier to repair when disrupted. The challenges are the following: approaches to achieve robustness 1) can be extremely problem-specific and not general; 2) suffer from issues of tractability; or 3) have unrealistic data requirements. We propose in this work a modeling and algorithmic framework that addresses the above challenges.
展开▼