Robust Adaptive Routing Under Uncertainty

DOI10.1287/opre.2017.1662zbMath1455.90142arXiv1408.3374OpenAlexW2963283205MaRDI QIDQ4969320

Sébastien Blandin, Arthur Flajolet, Patrick Jaillet

Publication date: 5 October 2020

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.3374

zbMATH Keywords

Markov decision processstochastic shortest pathdistributionally robust optimization

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Markov and semi-Markov decision processes (90C40) Robustness in mathematical programming (90C17)

Related Items

Anonymous Stochastic Routing, Algorithms for non-linear and stochastic resource constrained shortest path, Ambiguous Joint Chance Constraints Under Mean and Dispersion Information, The Distributionally Robust Chance-Constrained Vehicle Routing Problem, The Constrained Reliable Shortest Path Problem in Stochastic Time-Dependent Networks

Cites Work

• Unnamed Item
• Unnamed Item
• The discrete moment problem and linear programming
• Another efficient algorithm for convex hulls in two dimensions
• On distributionally robust chance-constrained linear programs
• Arriving on time
• Least Expected Time Paths in Stochastic, Time-Varying Transportation Networks
• Routing Optimization Under Uncertainty
• Speedup Techniques for the Stochastic on-time Arrival Problem
• Distributionally Robust Convex Optimization
• Optimal paths in graphs with stochastic or multidimensional weights
• Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
• Generalized Chebyshev Bounds via Semidefinite Programming
• An Analysis of Stochastic Shortest Path Problems
• Markov Decision Processes with Imprecise Transition Probabilities
• Optimization Under Probabilistic Envelope Constraints
• Robust Markov Decision Processes
• Optimal Inequalities in Probability Theory: A Convex Optimization Approach
• Robust Control of Markov Decision Processes with Uncertain Transition Matrices
• Stochastic Shortest Paths Via Quasi-convex Maximization
• Shortest Paths in Probabilistic Graphs
• Robust Dynamic Programming