Minimizing risk models in stochastic shortest path problems

DOI10.1007/s001860200246zbMath1023.90078OpenAlexW2033339492MaRDI QIDQ1395146

Yoshio Ohtsubo

Publication date: 26 June 2003

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860200246

zbMATH Keywords

Markov decision processshortest path problemminimizing risk model

Mathematics Subject Classification ID

Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)

Related Items (14)

New reformulations of distributionally robust shortest path problem ⋮ Optimal routing for maximizing the travel time reliability ⋮ A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates ⋮ A probability criterion for zero-sum stochastic games ⋮ The risk probability criterion for discounted continuous-time Markov decision processes ⋮ Stochastic shortest path problems with associative accumulative criteria ⋮ A risk minimization problem for finite horizon semi-Markov decision processes with loss rates ⋮ Optimal threshold probability in undiscounted Markov decision processes with a target set. ⋮ Maximum probability shortest path problem ⋮ Markov decision processes associated with two threshold probability criteria ⋮ Optimal threshold probability and expectation in semi-Markov decision processes ⋮ Distributionally robust maximum probability shortest path problem ⋮ Optimal decisions in stochastic graphs with uncorrelated and correlated edge weights ⋮ Computational Methods for Risk-Averse Undiscounted Transient Markov Models

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