Optimal path problems with second-order stochastic dominance constraints
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Cites work
- A Mean-Variance Model for Route Guidance in Advanced Traveler Information Systems
- A Relaxation-Based Pruning Technique for a Class of Stochastic Shortest Path Problems
- A cutting-surface method for uncertain linear programs with polyhedral stochastic dominance constraints
- Conditioning of convex piecewise linear stochastic programs
- Diversity Maximization Approach for Multiobjective Optimization
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- Least expected time paths in stochastic, time-varying transportation networks
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- Mixed route strategies for the risk-averse shipment of hazardous materials
- On the robust shortest path problem.
- Optimal paths in graphs with stochastic or multidimensional weights
- Optimal routing for maximizing the travel time reliability
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- Optimization with Stochastic Dominance Constraints
- Path comparisons for a priori and time-adaptive decisions in stochastic, time-varying networks
- Portfolio construction based on stochastic dominance and target return distributions
- Robust discrete optimization and network flows
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- Shortest Paths in Probabilistic Graphs
- Stochastic Dominance and Expected Utility: Survey and Analysis
- The Efficiency Analysis of Choices Involving Risk
- The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
- The Variance-Constrained Shortest Path Problem
- The empirical behavior of sampling methods for stochastic programming
- The maximum covering/shortest path problem: A multiobjective network design and routing formulation
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Cited in
(22)- Minimum costs paths in intermodal transportation networks with stochastic travel times and overbookings
- A hybrid route choice model for dynamic traffic assignment
- Finding reliable shortest paths in road networks under uncertainty
- Regional air quality conformity in transportation networks with stochastic dependencies: a theoretical copula-based model
- A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation
- Sample average approximation of stochastic dominance constrained programs
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
- Reliability in public transit networks considering backup itineraries
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance
- Finding the most reliable strategy on stochastic and time-dependent transportation networks: a hypergraph based formulation
- Second order of stochastic dominance efficiency vs mean variance efficiency
- Additive consistency of risk measures and its application to risk-averse routing in networks
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing
- Optimization with a class of multivariate integral stochastic order constraints
- Finding efficient and environmentally friendly paths for risk-averse freight carriers
- Optimal deployment of electric bicycle sharing stations: model formulation and solution technique
- Mean‐standard deviation model for minimum cost flow problem
- Equilibrium routing under uncertainty
- Optimization with reference-based robust preference constraints
- Non-expected route choice model under risk on stochastic traffic networks
- The travelers route choice problem under uncertainty: dominance relations between strategies
- Financial analysis based sectoral portfolio optimization under second order stochastic dominance
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