MANAGING CAPACITIES AND STRUCTURES IN STOCHASTIC NETWORKS

A system, method and computer program product for managing capacities and structures in a stochastic network. The method includes mapping the stochastic network to a general analytic model, e.g., a Brownian model, decomposing the general analytic model of the stochastic network into a set of smaller general analytic models, determining the capacities/structures for the set of analytic models as an intermediate solution for the capacities/structures of the stochastic network; and, determining the capacities/structures for the stochastic network starting at the intermediate solution for the capacities/structures using simulation-based methods.