{"id":"https://openalex.org/W2061159015","doi":"https://doi.org/10.1002/net.3230230704","title":"Sensitivity analysis in stochastic flow networks using the Monte Carlo method","display_name":"Sensitivity analysis in stochastic flow networks using the Monte Carlo method","publication_year":1993,"publication_date":"1993-10-01","ids":{"openalex":"https://openalex.org/W2061159015","doi":"https://doi.org/10.1002/net.3230230704","mag":"2061159015"},"language":"en","primary_location":{"id":"doi:10.1002/net.3230230704","is_oa":false,"landing_page_url":"https://doi.org/10.1002/net.3230230704","pdf_url":null,"source":{"id":"https://openalex.org/S191798613","display_name":"Networks","issn_l":"0028-3045","issn":["0028-3045","1097-0037"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Networks","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5111965782","display_name":"Christos Alexopoulos","orcid":"https://orcid.org/0000-0002-4584-2020"},"institutions":[{"id":"https://openalex.org/I130701444","display_name":"Georgia Institute of Technology","ror":"https://ror.org/01zkghx44","country_code":"US","type":"education","lineage":["https://openalex.org/I130701444"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Christos Alexopoulos","raw_affiliation_strings":["School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332, and Department of Operations Research, University of North Carolina, Chapel Hill, North Carolina 27599"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332, and Department of Operations Research, University of North Carolina, Chapel Hill, North Carolina 27599","institution_ids":["https://openalex.org/I130701444"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5062358339","display_name":"George S. Fishman","orcid":null},"institutions":[{"id":"https://openalex.org/I130701444","display_name":"Georgia Institute of Technology","ror":"https://ror.org/01zkghx44","country_code":"US","type":"education","lineage":["https://openalex.org/I130701444"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"George S. Fishman","raw_affiliation_strings":["School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332, and Department of Operations Research, University of North Carolina, Chapel Hill, North Carolina 27599"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332, and Department of Operations Research, University of North Carolina, Chapel Hill, North Carolina 27599","institution_ids":["https://openalex.org/I130701444"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":3400,"currency":"USD","value_usd":3400},"apc_paid":null,"fwci":1.2799,"has_fulltext":false,"cited_by_count":13,"citation_normalized_percentile":{"value":0.84564116,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"23","issue":"7","first_page":"605","last_page":"621"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9979000091552734,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9979000091552734,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10780","display_name":"Reliability and Maintenance Optimization","score":0.9926999807357788,"subfield":{"id":"https://openalex.org/subfields/2213","display_name":"Safety, Risk, Reliability and Quality"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11798","display_name":"Optimal Experimental Design Methods","score":0.989300012588501,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.7030059099197388},{"id":"https://openalex.org/keywords/joint-probability-distribution","display_name":"Joint probability distribution","score":0.6186609864234924},{"id":"https://openalex.org/keywords/sampling","display_name":"Sampling (signal processing)","score":0.6071571707725525},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5993834733963013},{"id":"https://openalex.org/keywords/probability-distribution","display_name":"Probability distribution","score":0.5658472776412964},{"id":"https://openalex.org/keywords/rejection-sampling","display_name":"Rejection sampling","score":0.5230361223220825},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5002784729003906},{"id":"https://openalex.org/keywords/importance-sampling","display_name":"Importance sampling","score":0.4833752512931824},{"id":"https://openalex.org/keywords/random-variable","display_name":"Random variable","score":0.4528627097606659},{"id":"https://openalex.org/keywords/flow","display_name":"Flow (mathematics)","score":0.4507838785648346},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.44136449694633484},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.44036513566970825},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.4395281672477722},{"id":"https://openalex.org/keywords/flow-network","display_name":"Flow network","score":0.43142980337142944},{"id":"https://openalex.org/keywords/state-space","display_name":"State space","score":0.4216553270816803},{"id":"https://openalex.org/keywords/sensitivity","display_name":"Sensitivity (control systems)","score":0.41245943307876587},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3198695182800293},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.28329727053642273},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.24532684683799744},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2385554015636444}],"concepts":[{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.7030059099197388},{"id":"https://openalex.org/C18653775","wikidata":"https://www.wikidata.org/wiki/Q1333358","display_name":"Joint probability distribution","level":2,"score":0.6186609864234924},{"id":"https://openalex.org/C140779682","wikidata":"https://www.wikidata.org/wiki/Q210868","display_name":"Sampling (signal processing)","level":3,"score":0.6071571707725525},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5993834733963013},{"id":"https://openalex.org/C149441793","wikidata":"https://www.wikidata.org/wiki/Q200726","display_name":"Probability distribution","level":2,"score":0.5658472776412964},{"id":"https://openalex.org/C187192777","wikidata":"https://www.wikidata.org/wiki/Q381699","display_name":"Rejection sampling","level":5,"score":0.5230361223220825},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5002784729003906},{"id":"https://openalex.org/C52740198","wikidata":"https://www.wikidata.org/wiki/Q1539564","display_name":"Importance sampling","level":3,"score":0.4833752512931824},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.4528627097606659},{"id":"https://openalex.org/C38349280","wikidata":"https://www.wikidata.org/wiki/Q1434290","display_name":"Flow (mathematics)","level":2,"score":0.4507838785648346},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.44136449694633484},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.44036513566970825},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.4395281672477722},{"id":"https://openalex.org/C114809511","wikidata":"https://www.wikidata.org/wiki/Q1412924","display_name":"Flow network","level":2,"score":0.43142980337142944},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.4216553270816803},{"id":"https://openalex.org/C21200559","wikidata":"https://www.wikidata.org/wiki/Q7451068","display_name":"Sensitivity (control systems)","level":2,"score":0.41245943307876587},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3198695182800293},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.28329727053642273},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.24532684683799744},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2385554015636444},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C24326235","wikidata":"https://www.wikidata.org/wiki/Q126095","display_name":"Electronic engineering","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1002/net.3230230704","is_oa":false,"landing_page_url":"https://doi.org/10.1002/net.3230230704","pdf_url":null,"source":{"id":"https://openalex.org/S191798613","display_name":"Networks","issn_l":"0028-3045","issn":["0028-3045","1097-0037"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Networks","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W395387967","https://openalex.org/W1803694112","https://openalex.org/W1969740448","https://openalex.org/W1991536882","https://openalex.org/W2000974793","https://openalex.org/W2003680284","https://openalex.org/W2021042173","https://openalex.org/W2029383459","https://openalex.org/W2039086323","https://openalex.org/W2068088316","https://openalex.org/W2069323107","https://openalex.org/W2085049270","https://openalex.org/W2091641954","https://openalex.org/W2110547413","https://openalex.org/W2126843316","https://openalex.org/W2166074409","https://openalex.org/W2171967078","https://openalex.org/W2587575561","https://openalex.org/W2606195968","https://openalex.org/W4256732085"],"related_works":["https://openalex.org/W2116791275","https://openalex.org/W1964820882","https://openalex.org/W2122865681","https://openalex.org/W2127967590","https://openalex.org/W2004707959","https://openalex.org/W4247477946","https://openalex.org/W1639032785","https://openalex.org/W4387869959","https://openalex.org/W2059147320","https://openalex.org/W2362249705"],"abstract_inverted_index":{"Abstract":[0],"Consider":[1],"a":[2,25,36,46,57,92,231],"flow":[3,10],"network":[4],"whose":[5,221],"nodes":[6],"do":[7],"not":[8],"restrict":[9],"transmission":[11],"and":[12,17,22,42,88,153,191],"arcs":[13],"have":[14,223],"random,":[15],"discrete,":[16],"independent":[18,60],"capacities.":[19],"Let":[20],"s":[21,38,49],"t":[23,40,51],"be":[24,136],"pair":[26],"of":[27,35,48,59,161,170,205,216,233],"selected":[28],"nodes,":[29],"let":[30,43,54],"\u03b4":[31,102,132],"denote":[32,45,56],"the":[33,80,89,127,159,197,203,206,214],"value":[34],"maximum":[37],"\u2014":[39],"flow,":[41],"\u0393":[44,95],"set":[47,58,169,232],"\u2013":[50],"cuts.":[52],"Also,":[53],"\u2131":[55],"joint":[61,234],"capacity":[62,151],"distributions":[63,152,172,236],"with":[64,237],"common":[65,238],"state":[66,239],"space.":[67,240],"For":[68],"fixed":[69],"l":[70,83,100,130],"<":[71,86,103,133],"u":[72,87,104,134],",":[73],"this":[74],"paper":[75,183],"develops":[76],"methods":[77],"for":[78,105,125,138,187,195,219,230],"approximating":[79],"probability":[81,90,128],"that":[82,91,99,129,146],"\u2264":[84,101,131],"\u0394":[85],"cut":[93],"in":[94,108,166],"is":[96,173,211],"minimum":[97],"given":[98],"each":[106,164],"distribution":[107,165],"\u2131.":[109,167],"Since":[110],"these":[111],"evaluations":[112],"are":[113],"NP\u2010hard":[114],"problems,":[115],"it":[116],"shows":[117],"how":[118],"information":[119],"obtained":[120],"during":[121],"an":[122,140,177,193],"iterative":[123],"procedure":[124],"computing":[126,188],"can":[135],"used":[137],"designing":[139],"efficient":[141],"Monte":[142],"Carlo":[143],"sampling":[144,148,155,171,198],"plan":[145],"performs":[147],"at":[149,163],"few":[150],"uses":[154],"data":[156],"to":[157,213],"estimate":[158],"probabilities":[160],"interest":[162],"The":[168,182],"chosen":[174],"by":[175,243],"solving":[176],"uncapacitated":[178],"facility":[179],"location":[180],"problem.":[181],"also":[184],"describes":[185],"techniques":[186],"confidence":[189],"intervals":[190],"includes":[192],"algorithm":[194],"implementing":[196],"experiment.":[199],"An":[200],"example":[201],"illustrates":[202],"efficiency":[204],"proposed":[207],"method.":[208],"This":[209],"method":[210],"applicable":[212],"computation":[215],"performance":[217],"measures":[218],"networks":[220],"elements":[222],"discrete":[224],"random":[225],"weights":[226],"(lengths,":[227],"gains,":[228],"etc.)":[229],"weight":[235],"\u00a9":[241],"1993":[242],"John":[244],"Wiley":[245],"&":[246],"Sons,":[247],"Inc.":[248]},"counts_by_year":[{"year":2020,"cited_by_count":1},{"year":2014,"cited_by_count":2}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}