Arc Reduction and Path Preference in Stochastic Acyclic Networks

DOI10.1287/MNSC.37.2.198MaRDI QIDQ5202492zbMATH OpenOpenAlexFDO

Authors Jonathan F. Bard, James E. Bennett

Publication date 1991

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.37.2.198

zbMATH Keywords

heuristicMonte Carlo simulationreduction algorithmstochastic acyclic networkstochastic dominance

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Stochastic network models in operations research (90B15) Programming involving graphs or networks (90C35) Utility theory (91B16)

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• Exact algorithms for the stochastic shortest path problem with a decreasing deadline utility function
• Stochastic gradient-based time-cost tradeoffs in PERT networks using simulation
• A distributionally robust analysis of the program evaluation and review technique
• Dynamic journeying under uncertainty
• Approximation algorithms for stochastic combinatorial optimization problems
• The most likely path on series-parallel networks
• Maximizing expected utility for stochastic combinatorial optimization problems
• Shortest paths in stochastic networks with ARC lengths having discrete distributions
• Extended dominance and a stochastic shortest path problem

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