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Stochastic Second-Order Cone Programming in Mobile Ad-Hoc Networks: Sensitivity to Input Parameters

In: Stochastic Programming Applications in Finance, Energy, Planning and Logistics

Author

Listed:
  • Francesca Maggioni

    (Department of Mathematics, Statistics, Computer Science and Applications, University of Bergamo, Via dei Caniana 2, Bergamo 24127, Italy)

  • Marida Bertocchi

    (Department of Mathematics, Statistics, Computer Science and Applications, University of Bergamo, Via dei Caniana 2, Bergamo 24127, Italy)

  • Elisabetta Allevi

    (Department of Quantitative Methods, University of Brescia, Contrada S. Chiara, 50 Brescia 25122, Italy)

  • Florian A. Potra

    (Department of Mathematics & Statistics, University of Maryland, Baltimore County, U.S.A)

  • Stein W. Wallace

    (Department of Finance and Management Science, Norwegian School of Economics, NO-5045 Bergen, Norway)

Abstract

In this paper sensitivity analysis is adopted in order to reveal the role of randomness of a stochastic second-order cone program (Maggioni et al., 2009) for mobile ad-hoc networks starting from the semidefinite stochastic locationaided routing (SLAR) model, described in Ariyawansa and Zhu (2006) and Zhu et al. (2011). The algorithm looks for a destination node and sets up a route by means of the expected zone, the region where the sender node expects to find the destination node and the requested zone defined by the sender node for spreading the route request to the destination node. The movements of the destination node are represented by ellipses scenarios, randomly generated by uniform and normal distributions in a neighborhood of the initial position of the destination node. Sensitivity analysis is performed by considering an increasing number of scenarios, different costs of flooding and latency penalty. Evaluation of Expected Value of Perfect Information EVPI and Value of Stochastic Solution VSS (Maggioni and Wallace, 2010; Birge, 1970) allows us to find the range of values in which it is convenient the deterministic versus the stochastic approach.

Suggested Citation

  • Francesca Maggioni & Marida Bertocchi & Elisabetta Allevi & Florian A. Potra & Stein W. Wallace, 2013. "Stochastic Second-Order Cone Programming in Mobile Ad-Hoc Networks: Sensitivity to Input Parameters," World Scientific Book Chapters, in: Horand I Gassmann & William T Ziemba (ed.), Stochastic Programming Applications in Finance, Energy, Planning and Logistics, chapter 17, pages 467-486, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814407519_0017
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