Wasserstein distributionally robust shortest path problem

DOI10.1016/j.ejor.2020.01.009zbMath1441.90113arXiv1902.09128OpenAlexW2999214372WikidataQ126379874 ScholiaQ126379874MaRDI QIDQ2301929

Yuli Zhang, Zhuolin Wang, Keyou You, Shi-ji Song

Publication date: 25 February 2020

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.09128

zbMATH Keywords

Wasserstein metricuncertainty modellingdistributionally robust shortest pathMETTmixed 0-1 convex program

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Convex programming (90C25) Stochastic programming (90C15)

Related Items (8)

An approach to the distributionally robust shortest path problem ⋮ A fully polynomial time approximation scheme for the probability maximizing shortest path problem ⋮ Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric ⋮ A data-driven distributionally robust approach for the optimal coupling of interdependent critical infrastructures under random failures ⋮ Wasserstein distributionally robust chance-constrained program with moment information ⋮ On the multistage shortest path problem under distributional uncertainty ⋮ Distributionally robust optimization. A review on theory and applications ⋮ Distributionally robust front distribution center inventory optimization with uncertain multi-item orders

Uses Software

• GitHub

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Incremental network design with shortest paths
• Data-driven chance constrained stochastic program
• Inferring a possibility distribution from empirical data
• A simulation-based approach to two-stage stochastic programming with recourse
• On the robust shortest path problem.
• Algorithms and uncertainty sets for data-driven robust shortest path problems
• Asymmetry matters: dynamic half-way points in bidirectional labeling for solving shortest path problems with resource constraints faster
• Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
• The sample average approximation method applied to stochastic routing problems: a computational study
• A framework for optimization under ambiguity
• Ambiguous chance constrained problems and robust optimization
• A Mean-Risk Model for the Traffic Assignment Problem with Stochastic Travel Times
• Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
• Branch and Bound Experiments in Convex Nonlinear Integer Programming
• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
• An Analysis of Stochastic Shortest Path Problems
• Wasserstein Distance and the Distributionally Robust TSP
• Ambiguity in portfolio selection
• Shortest Paths in Probabilistic Graphs

This page was built for publication: Wasserstein distributionally robust shortest path problem