An approach to the distributionally robust shortest path problem

In this study we consider the shortest path problem, where the arc costs are subject to distributional uncertainty. Basically, the decision-maker attempts to minimize her worst-case expected loss over an ambiguity set (or a family) of candidate distributions that are consistent with the decision-mak...

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Veröffentlicht in:	arXiv.org
Hauptverfasser:	Ketkov, Sergey S, Prokopyev, Oleg A, Burashnikov, Evgenii P
Format:	Paper
Sprache:	Englisch
Veröffentlicht:	Ithaca Cornell University Library, arXiv.org 12.03.2021
Schlagworte:	Ambiguity Critical path Decision making Integer programming Robustness (mathematics) Shortest-path problems Solvers
ISSN:	2331-8422
Online-Zugang:	Volltext
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