Investments in stochastic maximum flow networks (Q1176860)

The paper deals with the maximum flow problem in networks with random arc capacities. The capacity of an arc may be increased by investing a certain amount of money and this increase is assumed to be a linear function of the investment cost. The author formulates a two-stage stochastic linear program for maximizing the difference between the expected network flow and the weighted investment total cost. In particular, the program can be used in computing the expected maximum network flow. An algorithm for solving the program is presented, but neither numerical examples are included nor computational results are reported.