The variance-penalized stochastic shortest path problem.
Jakob PiribauerOcan SankurChristel BaierPublished in: CoRR (2022)
Keyphrases
- shortest path problem
- shortest path
- single source
- interval data
- combinatorial optimization problems
- directed graph
- least squares
- bicriteria
- maximum likelihood
- loss function
- multiple objectives
- knapsack problem
- low variance
- stochastic optimization
- bi objective
- prediction error
- neural network
- optimization problems
- search algorithm
- information fusion
- data clustering
- monte carlo
- random walk
- model selection
- stochastic programming
- evolutionary algorithm