Exact algorithms for the stochastic shortest path problem with a decreasing deadline utility function

European Journal of Operational Research

Volumn 103, Issue 1, 1997, Pages 209-229

  Murthy, Ishwar ^a   Sarkar, Sumit ^a  

^a LOUISIANA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; DECISION MAKING; EFFICIENCY; RANDOM PROCESSES; RELAXATION PROCESSES; TESTING;

SHORTEST PATH PROBLEM;

MOTION PLANNING;

EID: 0031270703     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(97)00264-6     Document Type: Article

References (23)

1. Adlakha, V.G. (1986), "An improved conditional Monte Carlo technique for stochastic shortest route problem", Management Science 32/10, 1360-1367.
2. Andreatta, G., Ricaldone, F. and Romeo, L., "Exploring stochastic shortest path problems", ATTI Giornale di Lavaro, Tecnoprint, Bologna, Italy.
3. Bard, J.F. (1985), "Parallel funding of R & D tasks with probabilistic outcomes", Management Science 31/7, 814-828.
4. Bard, J.F., and Bennett, J.E. (1991), "Are reduction and path preference in stochastic acyclic networks", Management Science 37/2, 198-215.
5. Bertsekas, D.P. (1991), Linear Network Optimization: Algorithms and Codes, MIT Press, Cambridge, MA.
6. Carraway, R.L., Morin, T.L., and Moskowitz, H. (1989), "Generalized dynamic programming for stochastic combinatorial optimization", Operations Research 37/5, 819-829.
7. Desrochers, M., and Soumis, F. (1988), "A generalized permanent labeling algorithm for the Shortest Path Problem with time windows", INFOR 26, 193-203.
8. Dial, R., Glover, F., Karney, D., and Klingman, D. (1979). "A computational analysis of alternative algorithms and labeling techniques for finding shortest path trees", Networks 9, 215-248.
9. Frank, H. (1969), "Shortest paths in probabilistic graphs", Operations Research 17, 583-599.
10. Henig, M.I. (1990), "Risk criteria in a stochastic knapsack problem", Operations Research 38/5, 820-825.
11. Ishii, H., Shiod, S., Nishtida, T., and Namasuya, Y. (1981), "Stochastic spanning tree problem", Discrete Applied Mathematics 3, 263-273.
12. Jaffe, J.M. (1984), "Algorithms for finding paths with multiple constraints", Networks 14, 95-116.
13. Jaillet, P. (1992), "Shortest path problems with node failures", Networks 22, 589-605.
14. Kamburowski, J. (1985), "A note on the Stochastic Shortest Route Problem", Operations Research 33/6, 696-698.
15. Laporte, G., Louveaux, F., and Mercure, H. (1983), "The Vehicle Routing Problem with stochastic travel times", Transportation Science 26, 670-676.
16. Loui, R.P. (1983), "Optimal paths in graphs with stochastic or multidimensional weights", Communications of the ACM 26, 670-676.
17. Mirchandani, P.B., and Soroush, H. (1985), "Optimal paths in probabilistic networks: A case with temporary preferences", Computers & Operations Research 12, 365-383.
18. Murthy, I., and Her, S.-S. (1992), "Solving min-max shortest-path problems on a network", Naval Research Logistics 39, 669-683.
19. Murthy, I., and Sarkar, S. (1996), "A relaxation-based pruning technique for a class of stochastic shortest path problems", Transportation Science, to appear.
20. Psaraftis, H.E., and Tsitsiklis, J.N. (1993), "Dynamic shortest paths in acyclic networks with Markovian arc costs", Operations Research 41/1, 91-101.
21. Sigal, C.E., Pritsker, A.A.B., and Solberg, J.J. (1980), "The stochastic shortest route problem", Operations Research 28/5, 1122-1129.
22. Vincke, P. (1974), "Problèmes multicritères", Cahiers du Centre d'Etudes de Recherche Opérationelle 16, 425-439.
23. Warburton, A. (1987), "Approximation of Pareto-optima in multiple objective shortest path problems", Operations Research 35, 70-79.