On the multistage shortest path problem under distributional uncertainty

DOI10.1007/S10957-023-02175-7OpenAlexW4321473440MaRDI QIDQ2697006FDOQ2697006

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

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

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)

Cites Work

• Title not available (Why is that?)
• Introduction to algorithms.
• Probability Inequalities for Sums of Bounded Random Variables
• The statistical analysis of interval-censored failure time data.
• Integer Programming Formulation of Traveling Salesman Problems
• On sharpness of Tchebycheff-type inequalities
• On duality theory of conic linear problems.
• Introduction to stochastic programming.
• Distributionally robust optimization under moment uncertainty with application to data-driven problems
• Title not available (Why is that?)
• Distributionally robust optimization and its tractable approximations
• Design of near optimal decision rules in multistage adaptive mixed-integer optimization
• Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets
• The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems
• Integer programming formulations for the elementary shortest path problem
• New reformulations of distributionally robust shortest path problem
• Towards combining probabilistic and interval uncertainty in engineering calculations: algorithms for computing statistics under interval uncertainty, and their computational complexity
• Algorithms and uncertainty sets for data-driven robust shortest path problems
• Multistage robust mixed-integer optimization with adaptive partitions
• Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
• Distributionally Robust Convex Optimization
• Robust combinatorial optimization under convex and discrete cost uncertainty
• Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
• Stochastic dual dynamic integer programming
• $K$-adaptability in two-stage distributionally robust binary programming
• Risk-averse two-stage stochastic program with distributional ambiguity
• Sequential Shortest Path Interdiction with Incomplete Information
• Sequential interdiction with incomplete information and learning
• An approach to the distributionally robust shortest path problem
• Distributionally robust maximum probability shortest path problem
• Wasserstein distributionally robust shortest path problem
• Dynamic shortest-path interdiction

Cited In (3)

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

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)