On the multistage shortest path problem under distributional uncertainty

DOI10.1007/S10957-023-02175-7MaRDI QIDQ2697006zbMATH OpenOpenAlexFDO

Authors Sergey S. Ketkov

Publication date 17 April 2023

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2205.09200

zbMATH Keywords

shortest path problemmixed-integer programmingdistributionally robust optimizationpolyhedral uncertaintypiecewise constant decision rules

Mathematics Subject Classification ID

Combinatorial optimization (90C27) Minimax problems in mathematical programming (90C47) Robustness in mathematical programming (90C17)

Recommendations

• An approach to the distributionally robust shortest path problem
• Dynamic shortest-path interdiction
• New reformulations of distributionally robust shortest path problem
• Risk-averse shortest path interdiction
• Network interdiction with asymmetric cost uncertainty

Cites work

• scientific article; zbMATH DE number 2119080 (Why is no real title available?)
• scientific article; zbMATH DE number 1416629 (Why is no real title available?)
• $K$-adaptability in two-stage distributionally robust binary programming
• Algorithms and uncertainty sets for data-driven robust shortest path problems
• An approach to the distributionally robust shortest path problem
• Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
• Design of near optimal decision rules in multistage adaptive mixed-integer optimization
• Distributionally Robust Convex Optimization
• Distributionally robust maximum probability shortest path problem
• Distributionally robust optimization and its tractable approximations
• Distributionally robust optimization under moment uncertainty with application to data-driven problems
• Dynamic shortest-path interdiction
• Integer Programming Formulation of Traveling Salesman Problems
• Integer programming formulations for the elementary shortest path problem
• Introduction to algorithms.
• Introduction to stochastic programming.
• Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
• Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets
• Multistage robust mixed-integer optimization with adaptive partitions
• New reformulations of distributionally robust shortest path problem
• On duality theory of conic linear problems.
• On sharpness of Tchebycheff-type inequalities
• Probability Inequalities for Sums of Bounded Random Variables
• Risk-averse two-stage stochastic program with distributional ambiguity
• Robust combinatorial optimization under convex and discrete cost uncertainty
• Sequential Shortest Path Interdiction with Incomplete Information
• Sequential interdiction with incomplete information and learning
• Stochastic dual dynamic integer programming
• The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems
• The statistical analysis of interval-censored failure time data.
• Towards combining probabilistic and interval uncertainty in engineering calculations: algorithms for computing statistics under interval uncertainty, and their computational complexity
• Wasserstein distributionally robust shortest path problem

Cited in

(3)

• An approach to the distributionally robust shortest path problem
• Robust constrained shortest path problems under budgeted uncertainty
• On the multi-stage shortest path problem under distributional uncertainty

Describes a project that uses

Uses Software

• ROME

This page was built for publication: On the multistage shortest path problem under distributional uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2697006)