On the Multistage Shortest Path Problem Under Distributional Uncertainty

In this paper, we consider an ambiguity-averse multistage network game between a user and an attacker . The arc costs are assumed to be random variables that satisfy prescribed first-order moment constraints for some subsets of arcs and individual probability constraints for some particular arcs. Th...

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Bibliographic Details
Published in:	Journal of optimization theory and applications Vol. 197; no. 1; pp. 277 - 308
Main Author:	Ketkov, Sergey S.
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.04.2023 Springer Nature B.V
Subjects:	Applications of Mathematics Calculus of Variations and Optimal Control; Optimization Decisions Electric arcs Engineering Integer programming Linear programming Mathematics Mathematics and Statistics Mixed integer Nodes Operations Research/Decision Theory Optimization Random variables Robustness (mathematics) Shortest-path problems Theory of Computation Shortest path problem Piecewise constant decision rules 90C47 Mixed-integer programming Distributionally robust optimization 90C17 Polyhedral uncertainty 90C27
ISSN:	0022-3239, 1573-2878
Online Access:	Get full text
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