Finding Risk-Averse Shortest Path with Time-dependent Stochastic Costs.
Dajian LiPaul WengOrkun KarabasogluPublished in: CoRR (2017)
Keyphrases
- shortest path
- risk averse
- stochastic programming
- travel time
- risk neutral
- road network
- shortest path algorithm
- multistage
- shortest path problem
- linear program
- risk aversion
- path length
- routing algorithm
- utility function
- optimal path
- finding the shortest path
- monte carlo
- robust optimization
- portfolio management
- random variables
- decision makers
- multi objective
- bayesian networks
- decision making