An Approximate Algorithm for the Robust Design in a Stochastic-Flow Network

This article proposes an approximate algorithm to solve the robust design problem in a stochastic-flow network. Conventionally, the robust design is an issue in quality engineering where the designed product functions well even in a versatile environment. However, in the context of a stochastic-flow network, it means the network functions well even in a node's failure situation. This can be solved by properly assigning capacity. Because the problem is known to be NP-hard, a relatively fast approximation algorithm would be beneficial. Some numerical examples are presented to illustrate the usefulness of the proposed approach.