Optimal path problems with second-order stochastic dominance constraints
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Publication:264233
DOI10.1007/S11067-011-9167-6zbMATH Open1332.90184OpenAlexW2015730647MaRDI QIDQ264233FDOQ264233
Yu (Marco) Nie, Tito Homem-De-Mello, Xing Wu
Publication date: 31 March 2016
Published in: Networks and Spatial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11067-011-9167-6
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Programming involving graphs or networks (90C35) Dynamic programming (90C39) Stochastic programming (90C15) Integer programming (90C10)
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Cited In (21)
- 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
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
- Sample average approximation of stochastic dominance constrained programs
- Reliability in public transit networks considering backup itineraries
- Optimization with Reference-Based Robust Preference Constraints
- 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
- Non-expected route choice model under risk on stochastic traffic networks
- Financial analysis based sectoral portfolio optimization under second order stochastic dominance
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