It is shown that the resulting multistage distributionally robust shortest path problem (DRSPP) admits a linear mixed-integer programming reformulation (MIP). In particular, we distinguish between acyclic and general graphs by introducing different forms of non-anticipativity constraints. Finally, we ...
It is shownthat the resulting multi-stage distributionally robust shortest path problemadmits a linear mixed-integer programming reformulation (MIP). In particular,we distinguish between acyclic and general graphs by introducing differentforms of non-anticipativity constraints. Finally, we perform a ...
sitsimportantapplicationsinmultistagedecisionmaking and in network optimization. For instance, [31] listed 47 dynamic program-ming applications. In this chapter, an introduction is presented. Its application inpathplanningproblemsoforientedgraphs,knownastheshortestpathproblem,ispresentedwithexamples.In Section ...
Introduction The problem of finding the least-cost path between two fixed nodes in a network seems to be one of the most well-studied combinatorial optimization problems. For example, the standard deterministic shortest path problem (SPP) is known to be polynomially solvable, e.g., by dynamic ...