haku: @author Bard, J. F. / yhteensä: 17
viite: 4 / 17
| Tekijä: | Bard, J. F. Bennett, J. E. |
| Otsikko: | Are reduction and path preference in stochastic acyclic networks. |
| Lehti: | Management Science
1991 : FEB, VOL. 37:2, p. 198-215 |
| Asiasana: | NETWORK ANALYSIS STOCHASTIC PROCESSES |
| Kieli: | eng |
| Tiivistelmä: | A heuristic is presented to determine the path that maximizes the expected utility of a stochastic acyclic network. The focus is on shortest route problems where a general, nonlinear utility function is used to measure outcomes. A reduction algorithm is developed. It is based on stochastic dominance to speed up the computations. Monte Carlo simulation is used to evaluate the approach. The results indicate that the heuristic produces significant computational saving as the size of the network grows, and that the quality of the reduced network solutions are better than those obtained from the original formulation. |
SCIMA