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SPEPS Preprint

Author(s): Michael C. Ferris, University of Wisconsin, Madison
Andrzej Ruszczynski, University of Wisconsin, Madison
Title: Robust path choice in networks with failures
Date of Acceptance: 27.03.2000
Submission Date: 21.01.2000
Series Title: Stochastic Programming E-Print Series
(SPEPS)
Editors: Julie L. Higle; Werner Römisch; Surrajeet Sen
Keywords (eng): stochastic programming, networks with failures, robust routing, lookahead strategies
Appeared in: Networks : an international journal 3 (Vol. 35, 2000)
Wiley (New York)
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Abstract (eng):
The problem of adaptive routing in a network with failures is considered. The network may be in one of finitely many states characterized by different travel times along the arcs, and transitions between the states occur according to a continuous-time Markov chain. The objective is to develop a routing strategy that minimizes the total expected travel time. Dynamic programming models and flow-oriented models are developed and analyzed in the uncapacitated and the capacitated case. It is shown that the robust plan can be found from a special two-stage stochastic programming problem in which the second stage models the re-routing problem after the state transition in the network. The models are illustrated on an example of the Sioux Falls transportation network.The computational results reveal striking properties of different routing policies and show that substantial improvements in both duration and size of jams can be achieved by employing robust strategies.
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