Risk-averse shortest path problems.

Christos Gavriel Grani Adiwena Hanasusanto Daniel Kuhn

Published in: CDC (2012)

Keyphrases

shortest path problem
risk averse
risk neutral
shortest path
utility function
decision makers
risk aversion
combinatorial optimization problems
stochastic programming
portfolio management
directed graph
bi objective
expected utility
multiple objectives
directed acyclic graph
genetic algorithm
probabilistic model