New reformulations of distributionally robust shortest path problem

DOI10.1016/j.cor.2016.05.002zbMath1349.90808OpenAlexW2346570417MaRDI QIDQ342487

Abdel Lisser, Jianqiang Cheng, Janny M. Y. Leung

Publication date: 17 November 2016

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

Full work available at URL: https://doi.org/10.1016/j.cor.2016.05.002

zbMATH Keywords

stochastic programmingshortest pathsemidefinite programmingdistributionally robust optimization

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Semidefinite programming (90C22) Stochastic programming (90C15)

Related Items (3)

Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity ⋮ An approach to the distributionally robust shortest path problem ⋮ On the multistage shortest path problem under distributional uncertainty

Uses Software

• SeDuMi
• CPLEX
• OR-Library
• ROME

Cites Work

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