On stochastic programs over trees with partially dependent arc capacities

We study the new problem of stochastic programs over trees with dependent random arc capacities. This problem can be used as a subproblem in decomposition methods that solve multi-stage networks with independent random arc capacities and random travel times. An efficient algorithm is provided to compute the expected total cost. © 2007 Wiley Periodicals, Inc. NETWORKS, Vol. 50(2), 157–163 2007