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Article Dans Une Revue Discrete Applied Mathematics Année : 2015

Maximum probability shortest path problem

Résumé

The maximum probability shortest path problem involves the constrained shortest path problem in a given graph where the arcs resources are independent normally distributed random variables. We maximize the probability that all resource constraints are jointly satisfied while the path cost does not exceed a given threshold. We use a second-order cone programming approximation for solving the continuous relaxation problem. In order to solve this stochastic combinatorial problem, a branch-and-bound algorithm is proposed, and numerical examples on randomly generated instances are given

Dates et versions

hal-01476751 , version 1 (25-02-2017)

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Jianqiang Cheng, Abdel Lisser. Maximum probability shortest path problem. Discrete Applied Mathematics, 2015, 192, pp.40-48. ⟨10.1016/j.dam.2014.05.009⟩. ⟨hal-01476751⟩
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