Abstract
Recently stochastic programming with recourse has been used in telecommunication models with multiple traffic scenarios to result in large scale linear programmes for network design. In this paper we use large deviation theory to invert chance constraints involving simultaneous quality-of-service blocking probabilities at several network time scale layers to result in node and arc-path incidence formulations of continuous multicommodity network flow problems involving deterministic effective bandwidths of origin-destination stochastic traffic flows in the network. These compact deterministic linear programmes are used in the paper to size network resource capacities, route traffic in a proportionally fair manner, price resources and design peak resource pricing customer tariffs. Our Integrated Network Design System software, which incorporates more network resource and traffic types than are treated here in detail, is also described briefly.
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Medova, E.A., Scott, J.E. (2000). Management of Quality of Service through Chance-constraints in Multimedia Networks. In: Uryasev, S.P. (eds) Probabilistic Constrained Optimization. Nonconvex Optimization and Its Applications, vol 49. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-3150-7_13
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DOI: https://doi.org/10.1007/978-1-4757-3150-7_13
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4419-4840-3
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