Shortest path network problems with stochastic arc weights

DOI10.1007/S11590-021-01712-5zbMATH Open1477.90119OpenAlexW3153026626MaRDI QIDQ2230798FDOQ2230798

Authors: Jeremy Jordan, Stan Uryasev 

Publication date: 28 September 2021

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-021-01712-5

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zbMATH Keywords

shortest pathconditional value at riskbuffered probability of exceedancestochastic arc costs

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35)

Cites Work

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• Chance-constrained stochastic programming under variable reliability levels with an application to humanitarian relief network design
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• Cardinality of upper average and its application to network optimization

Cited In (15)

• On paths with the shortest average arc length in weighted graphs
• On the Minimum Risk-Sum Path Problem
• High-performance heuristics for optimization in stochastic traffic engineering problems
• The shortest-path problem for graphs with random arc-lengths
• Dynamic programming and minimum risk paths
• Title not available (Why is that?)
• Title not available (Why is that?)
• Risk averse shortest paths: a computational study
• Developing a model for a modulating mirror fixed on active supports: stochastic model
• Shortest paths in networks with vector weights
• Solving shortest path problems with a weight constraint and replenishment arcs
• Minimizing risk models in stochastic shortest path problems
• Uncertain random shortest path problem
• The risk path selection problem in uncertain network
• The Variance-Constrained Shortest Path Problem

Uses Software

• Portfolio Safeguard
• Algorithm 97
• PSG

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