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Chinese Journal of Management Science ›› 2004, Vol. ›› Issue (6): 113-117.

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Dependent - Chance Programming Model for Stochastic Network Bottleneck Capacity Expansion

WU Yun1, ZHOU Jian2, YANG Jun1   

  1. 1. College of Management, Huazhong Unvierstiy of Science and Technology, Wuhan 430074, Chnia;
    2. Department of Computer Sceinces, Unvierstiy of Angers, France
  • Received:2004-05-17 Revised:2004-10-21 Online:2004-12-28 Published:2012-03-07

Abstract: This paper considers how to increase the capacities of the elements in a set E efficiently so that probability of the total cost for the increment of capacity can be under an upper limit to maximum extent, while the final expansion capacity of a given family F of subsets of E has a given limit bound.The paper supposes the cost is a stochastic variable with some distribution.Network bottleneck capacity expansion problem with stochastic cost is originally formulated as dependent-chance programming model according to some criteria.For solving the stochastic model efficiently,network bottleneck capacity algorithm,stochastic simulation and genetic algorithm are integrated to produce a hybrid intelligent algorithm.Finally a numerical example is presented.

Key words: bottleneck capacity expansion, dependent-chance programming model, hybrid intelligent algorithm, stochastic programs

CLC Number: