Reliability-oriented multi-resource allocation in a stochastic-flow network

A stochastic-flow network consists of a set of nodes, including source nodes which supply various resources and sink nodes at which resource demands take place, and a collection of arcs whose capacities have multiple operational states. The network reliability of such a stochastic-flow network is the probability that resources can be successfully transmitted from source nodes through multi-capacitated arcs to sink nodes. Although the evaluation schemes of network reliability in stochastic-flow networks have been extensively studied in the literature, how to allocate various resources at source nodes in a reliable means remains unanswered. In this study, a resource allocation problem in a stochastic-flow network is formulated that aims to determine the optimal resource allocation policy at source nodes subject to given resource demands at sink nodes such that the network reliability of the stochastic-flow network is maximized, and an algorithm for computing the optimal resource allocation is proposed that incorporates the principle of minimal path vectors. A numerical example is given to illustrate the proposed algorithm. q 2002 Elsevier Science Ltd. All rights reserved.