New reformulations of distributionally robust shortest path problem

DOI10.1016/J.COR.2016.05.002zbMATH Open1349.90808OpenAlexW2346570417MaRDI QIDQ342487FDOQ342487

Authors: Jianqiang Cheng, Abdel Lisser, Janny Leung 

Publication date: 17 November 2016

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2016.05.002

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zbMATH Keywords

semidefinite programmingshortest pathstochastic programmingdistributionally robust optimization

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Semidefinite programming (90C22) Stochastic programming (90C15)

Cites Work

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Cited In (8)

• A study of distributionally robust mixed-integer programming with Wasserstein metric: on the value of incomplete data
• Recoverable robust shortest path problems
• Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity
• Stochastic shortest path problem with delay excess penalty
• An approach to the distributionally robust shortest path problem
• Distributionally robust maximum probability shortest path problem
• Wasserstein distributionally robust shortest path problem
• On the multistage shortest path problem under distributional uncertainty

Uses Software

• SeDuMi
• CPLEX
• OR-Library
• ROME

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