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Evaluating Downside Risks in Reliable Networks

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  • Sharma, Megha
  • Ghosh, Diptesh

Abstract

Reliable networks are those in which network elements have a positive probability of failing. Conventional performance measures for such networks concern themselves either with expected network performance or with the performance of the network when it is performing well. In reliable networks modeling critical functions, decision makers are often more concerned with network performance when the network is not performing well. In this paper, we study the single-source single-destination maximum flow problem through reliable networks and propose two risk measures to evaluate such downside performance. We propose an algorithm called COMPUTE-RISK to compute downside risk measures, and report our computational experience with the proposed algorithm.

Suggested Citation

  • Sharma, Megha & Ghosh, Diptesh, 2009. "Evaluating Downside Risks in Reliable Networks," IIMA Working Papers WP2009-09-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
    • Handle: RePEc:iim:iimawp:8336
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    File URL: https://www.iima.ac.in/sites/default/files/rnpfiles/2009-09-02Diptesh.pdf
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    References listed on IDEAS

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    1. Megha Sharma & Ghosh, Diptesh, 2009. "Speeding Up the Estimation of Expected Maximum Flows Through Reliable Networks," IIMA Working Papers WP2009-04-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
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    Cited by:

    1. Sharma, Megha & Ghosh, Diptesh, 2009. "Computing the probability mass function of the maximum flow through a reliable network," IIMA Working Papers WP2009-10-01, Indian Institute of Management Ahmedabad, Research and Publication Department.

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    1. Sharma, Megha & Ghosh, Diptesh, 2009. "Computing the probability mass function of the maximum flow through a reliable network," IIMA Working Papers WP2009-10-01, Indian Institute of Management Ahmedabad, Research and Publication Department.

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