We introduce and study the following model for routing uncertain demands through a network. We are given a capacitated multicommodity flow network with a single source and multiple sinks, and demands that have known values but unknown sizes. We assume that the sizes of demands are governed by independent distributions, and that we know only the means of these distributions and an upper bound on...

In this paper we model production problems where yields are stochastic, demands are substitutable, and several items are jointly produced. We have formulated this problem as a profit maximizing convex program, and have studied two solution procedures. The first method solves finite horizon stochastic programs on a rolling horizon basis. We have developed a decomposition algorithm for solving th...

This paper deals with the problem of evaluating and optimizing a stochastic measure that integrates flexibility and reliability in multiproduct batch plants. It is assumed that uncertainties in the product demands are given in terms of statistical distributions, and that expected failure rates of the equipment are given in terms of discrete probabilities. Based on recent work by the authors (St...

Abstract We consider the problem of scheduling under demand uncertainty a multiproduct batch plant represented through the State Task Network. Given a scheduling horizon consisting of several time-periods in which product demands are placed, the objective is to select a schedule that maximizes the expected profit. We present a multistage stochastic Mixed Integer Linear Programming (MILP) model,...