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doi:10.1016/j.peva.2005.11.003 
Copyright © 2005 Elsevier Ltd All rights reserved.
Stochastic programming methods applied to network optimization
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Received 31 January 2003;
Abstract
As communication technologies evolve, it becomes necessary to incorporate the stochastic effect of traffic flows into network models. This paper introduces the stochastic programming (SP) methodology for characterizing traffic. Two SP approaches, here-and-now (HN) and scenario tracking (ST), are described through case studies for a prototype network. A numerical optimization procedure is used to perform the simulation. It is clearly demonstrated that when the probability distributions can be estimated analytically, the HN approach can be attractive. Otherwise, the ST approach may be more appropriate.
Keywords: Communication networks; Network modeling; Network optimization; Network simulation; Stochastic programming
