## Algorithm to solve a chance-constrained network capacity design problem with stochastic demands and finite support

Here, we consider the problem of determining the capacity to assign to each arc in a given network, subject to uncertainty in the supply and/or demand of each node. This design problem underlies many real-world applications, such as the design of power transmission and telecommunications networks. We first consider the case where a set of supply/demand scenarios are provided, and we must determine the minimum-cost set of arc capacities such that a feasible flow exists for each scenario. We briefly review existing theoretical approaches to solving this problem and explore implementation strategies to reduce run times. With this as amore »