Chance-constrained stochastic programming forintegrated services network management

Due to a wide variety of traffic requirements, the design, dimensioning and traffic management of Broadband Integrated Services Digital Networks (B-ISDN) involves the application of diverse methods and theories. In this paper we formulate a model which aims to combine results on the probabilistic analysis of congestion in the network with optimisation of traffic routing decisions. The optimization model is essentially deterministic multicommodity network flow accounting for the stochasticity of traffic flows in the constraints.