Robust path choice in networks with failures

The problem of adaptive routing in a network with failures is considered The network may be in one of nitely many states characterized by di erent travel times along the arcs and transi tions between the states occur according to a continuous time Markov chain The objective is to develop a routing strategy that minimizes the total expected travel time Dynamic programming models and ow oriented models are developed and analyzed in the uncapacitated and the ca pacitated case It is shown that the robust plan can be found from a special two stage stochastic programming problem in which the second stage models the re routing problem after the state transition in the network The models are illustrated on an example of the Sioux Falls transporta tion network The computational results reveal striking properties of di erent routing policies and show that substantial improvements in both duration and size of jams can be achieved by employing robust strategies