Optimal path problems with second-order stochastic dominance constraints

DOI10.1007/s11067-011-9167-6zbMath1332.90184OpenAlexW2015730647MaRDI QIDQ264233

Yu (Marco) Nie, Tito Homem-de-mello, Xing Wu

Publication date: 31 March 2016

Published in: Networks and Spatial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11067-011-9167-6

zbMATH Keywords

integer programmingdynamic programmingstochastic dominanceoptimal path problem

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Integer programming (90C10) Stochastic programming (90C15) Dynamic programming (90C39)

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Uses Software

• AMPL
• SUTIL

Cites Work

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