Risk Averse Shortest Paths: A Computational Study
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Publication:5136079
DOI10.1287/ijoc.2017.0795zbMath1448.90016OpenAlexW2893895554MaRDI QIDQ5136079
Renaud Chicoisne, Fernando Ordóñez, Daniel G. Espinoza
Publication date: 25 November 2020
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.2017.0795
aggregation methodsconditional value at risksample average approximationentropic risk measurestochastic shortest path
Convex programming (90C25) Integer programming (90C10) Nonlinear programming (90C30) Transportation, logistics and supply chain management (90B06)
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