PH-graphs for analyzing shortest path problems with correlated traveling times

DOI10.1016/j.cor.2015.01.001zbMath1348.90615OpenAlexW2057451201MaRDI QIDQ337529

Iryna Felko, Peter Buchholz

Publication date: 10 November 2016

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2015.01.001

zbMATH Keywords

Markov decision processesphase type distributionscorrelated edge weightsstochastic shortest path problems

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Stochastic network models in operations research (90B15) Markov and semi-Markov decision processes (90C40)

Related Items (2)

A multi-objective approach for PH-graphs with applications to stochastic shortest paths ⋮ Optimal decisions in stochastic graphs with uncorrelated and correlated edge weights

Uses Software

• PhFit
• OMNet++
• EMpht
• Profido

Cites Work

• A note on two problems in connexion with graphs
• Numerical analysis of continuous time Markov decision processes over finite horizons
• Shortest paths without a map
• Numerical transient analysis of Markov models
• Optimal control of diffusion processes with reflection
• A simple ant colony optimizer for stochastic shortest path problems
• Shortest paths in stochastic networks with correlated link costs
• Transformation of Acyclic Phase Type Distributions for Correlation Fitting
• Technical Note—An Equivalence Between Continuous and Discrete Time Markov Decision Processes
• Randomization Procedures in the Computation of Cumulative-Time Distributions over Discrete State Markov Processes
• Characterization of phase-type distributions
• Stochastic shortest paths with recourse
• Finite Continuous Time Markov Chains
• A versatile Markovian point process
• The Stochastic Shortest Route Problem
• An Analysis of Stochastic Shortest Path Problems
• Phase-type distributions: open problems and a few properties
• The Markov-modulated Poisson process (MMPP) cookbook
• Matrix‐analytic Models and their Analysis
• Stochastic shortest path problems with recourse
• Matching More Than Three Moments with Acyclic Phase Type Distributions
• Matching Three Moments with Minimal Acyclic Phase Type Distributions
• Finite State Continuous Time Markov Decision Processes with a Finite Planning Horizon
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