Note—An Improved Conditional Monte Carlo Technique for the Stochastic Shortest Path Problem

DOI10.1287/mnsc.32.10.1360zbMath0606.90127OpenAlexW2169897088MaRDI QIDQ3745649

Veena G. Adlakha

Publication date: 1986

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.32.10.1360

zbMATH Keywords

variance reductiondistribution estimationconditional Monte Carloshortest path lengthsimulation procedurenetwork with random arc lengthsUniformly Directed Cutsets

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Extremal problems in graph theory (05C35) Monte Carlo methods (65C05)

Related Items (5)

A classified bibliography of recent research relating to project risk management ⋮ A Monte Carlo Technique with Quasirandom Points for the Stochastic Shortest Path Problem ⋮ Stochastic gradient-based time-cost tradeoffs in PERT networks using simulation ⋮ Exact algorithms for the stochastic shortest path problem with a decreasing deadline utility function ⋮ The most likely path on series-parallel networks

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