Joint chance constrained shortest path problem with Copula theory

DOI10.1007/s10878-020-00562-8zbMath1472.90147OpenAlexW3016267948MaRDI QIDQ2185821

Salman Khodayifar, Ali Babapour-Azar, Panos M. Pardalos, Zohreh Hosseini Nodeh, Rashed Khanjani Shiraz

Publication date: 5 June 2020

Published in: Journal of Combinatorial Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10878-020-00562-8

zbMATH Keywords

combinational optimizationshortest path problemCopula theoryjoint chance constrained programming

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35)

Related Items (6)

Analyzing the reachability problem in choice networks ⋮ Reachability in choice networks ⋮ Distributionally robust portfolio optimization with second-order stochastic dominance based on Wasserstein metric ⋮ Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints ⋮ Joint chance-constrained multi-objective multi-commodity minimum cost network flow problem with copula theory ⋮ Distributionally robust maximum probability shortest path problem

Uses Software

• Mosek

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Maximum probability shortest path problem
• Chance constrained \(0-1\) quadratic programs using copulas
• Convexity of chance constraints with independent random variables
• A generalization of Dijkstra's shortest path algorithm with applications to VLSI routing
• Optimal error bounds for cubic spline interpolation
• Robust discrete optimization and network flows
• A Lagrangean-based heuristic for multi-plant, multi-item, multi-period capacitated lot-sizing problems with inter-plant transfers
• Improved approximation algorithms for the combination problem of parallel machine scheduling and path
• Robust optimization for the hazardous materials transportation network design problem
• Convexity and optimization with copulæ structured probabilistic constraints
• The Lagrangian Relaxation Method for Solving Integer Programming Problems
• Monotone Mappings with Application in Dynamic Programming
• Exceptional Paper—Location of Bank Accounts to Optimize Float: An Analytic Study of Exact and Approximate Algorithms
• Finding Real-Valued Single-Source Shortest Paths ino(n3) Expected Time
• A polynomial-time algorithm to find shortest paths with recourse
• Stochastic shortest path problems with recourse
• Stochastic Shortest Paths Via Quasi-convex Maximization
• The traveling-salesman problem and minimum spanning trees: Part II

This page was built for publication: Joint chance constrained shortest path problem with Copula theory