Stochastic Shortest Path Problem with Delay Excess Penalty
نویسندگان
چکیده
We study and solve a particular stochastic version of the Restricted Shortest Path Problem, the Stochastic Shortest Path Problem with Delay Excess Penalty. While arc costs are kept deterministic, arc delays are assumed to be normally distributed and a penalty per time unit occurs whenever the given delay constraint is not satisfied. The objective is to minimize the sum of path cost and total delay penalty.
منابع مشابه
Stochastic Shortest Path Problem with Uncertain Delays
This paper considers a stochastic version of the shortest path problem, the Stochastic Shortest Path Problem with Delay Excess Penalty on directed, acyclic graphs. In this model, the arc costs are deterministic, while each arc has a random delay, assumed normally distributed. A penalty occurs when the given delay constraint is not satisfied. The objective is to minimize the sum of the path cost...
متن کاملDistributionally robust stochastic shortest path problem
This paper considers a stochastic version of the shortest path problem, the Distributionally Robust Stochastic Shortest Path Problem(DRSSPP) on directed graphs. In this model, the arc costs are deterministic, while each arc has a random delay. The mean vector and the second-moment matrix of the uncertain data are assumed known, but the exact information of the distribution is unknown. A penalty...
متن کاملDynamic Multi Period Production Planning Problem with Semi Markovian Variable Cost (TECHNICAL NOTE)
This paper develops a method for solving the single product multi-period production-planning problem, in which the production and the inventory costs of each period arc concave and backlogging is not permitted. It is also assumed that the unit variable cost of the production evolves according to a continuous time Markov process. We prove that this production-planning problem can be Stated as a ...
متن کاملSpeeding up Stochastic Dynamic Programming with Zero-Delay Convolution
We show how a technique from signal processing known as zero-delay convolution can be used to develop more efficient dynamic programming algorithms for a broad class of stochastic optimization problems. This class includes several variants of discrete stochastic shortest path, scheduling, and knapsack problems, all of which involve making a series of decisions over time that have stochastic con...
متن کاملA Memetic Algorithm for OSPF and DEFT routing to minimize network congestion
Interior gateway routing protocols like OSPF (Open Shortest Path First) and DEFT (Distributed ExponentiallyWeighted Flow Splitting) send flow through forward links towards the destination node. OSPF routes only on shortest-weight paths, whereas DEFT sends flow on all forward links, but with an exponential penalty on longer paths. Finding suitable weights for these protocols is known as the weig...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Electronic Notes in Discrete Mathematics
دوره 36 شماره
صفحات -
تاریخ انتشار 2010