Generating multivariate Poisson random variables is essential in many applications, such as multi echelon supply chain systems, multi-item / multi-period pricing models, accident monitoring systems, etc. Current simulation methods suffer from limitations ranging from computational complexity to...

Uncertainty is a fundamental property of networks which evolve continually due to varying demand and capacity. The characterization of the stochasticity with scenario-based approaches has emerged as a promising method to systematically incorporate variability. Under this paradigm, each scenario...