Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks
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Publication:2833115
DOI10.1287/moor.2016.0787zbMath1351.90060arXiv1312.4193OpenAlexW1485222323MaRDI QIDQ2833115
Alfredo Torrico, Roberto Cominetti
Publication date: 16 November 2016
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.4193
networkstranslation invariancechoice theoryentropic risk measuretraffic equilibriumadditive consistencyrisk-averse routing
Stochastic network models in operations research (90B15) Traffic problems in operations research (90B20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Existence of optimal solutions to problems involving randomness (49J55)
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Minimum costs paths in intermodal transportation networks with stochastic travel times and overbookings ⋮ Risk-Averse Selfish Routing ⋮ Equilibrium routing under uncertainty ⋮ A Mean-Risk Model for the Traffic Assignment Problem with Stochastic Travel Times
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