A network recourse decomposition method for dynamic networks with random arc capacities

@article{Powell1994ANR,
  title={A network recourse decomposition method for dynamic networks with random arc capacities},
  author={Warren B. Powell and Raymond K.-M. Cheung},
  journal={Networks},
  year={1994},
  volume={24},
  pages={369-384}
}
  • Warren B. Powell, Raymond K.-M. Cheung
  • Published in Networks 1994
  • Mathematics, Computer Science
  • We study a class of two-stage dynamic networks with random arc capacities where the decisions in the first stage must be made before realizing the random quantities in the second stage. The expected total cost of the second stage is a function of the first-stage decisions, known as the expected recourse function, which is generally intractable. This paper proposes a new method to approximate the expected recourse function as a convex, separable function of the supplies to the second stage… CONTINUE READING

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