An approximation based approach for dynamic stochastic shortest path problems

被引：0
作者：
Zhou Changyin [1 ]
机构：
[1] Shandong Univ Sci & Technol, Coll Informat Sci & Engn, Qingdao, Peoples R China
来源：
THIRD INTERNATIONAL CONFERENCE ON GENETIC AND EVOLUTIONARY COMPUTING | 2009年
关键词：
dynamic stochastic shortest path; approximation approach; convergence; CONVEX FUNCTION; EXPECTATION; NETWORKS;
D O I：
10.1109/WGEC.2009.62
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
In this paper the dynamic stochastic shortest path (DSSP) problems is proposed. The bounds for DSSP problems with continuous arc costs is investigated. An approximation based approach to solution of DSSP problems is suggested. The convergence of the approximation approach is proved.
引用
收藏
页码：108 / 111
页数：4
相关论文
共 50 条
[21]   An auction-based approach for the re-optimization shortest path tree problem [J].
Festa, P. ;
Guerriero, F. ;
Napoletano, A. .
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2019, 74 (03) :851-893
[22]   Stochastic Nonlinear Complementarity Problems: Stochastic Programming Reformulation and Penalty-Based Approximation Method [J].
Wang, M. ;
Ali, M. M. .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2010, 144 (03) :597-614
[23]   Stochastic Nonlinear Complementarity Problems: Stochastic Programming Reformulation and Penalty-Based Approximation Method [J].
M. Wang ;
M. M. Ali .
Journal of Optimization Theory and Applications, 2010, 144 :597-614
[24]   Convergence analysis of dynamic stochastic approximation [J].
Chen, HF ;
Uosaki, K .
SYSTEMS & CONTROL LETTERS, 1998, 35 (05) :309-315
[25]   Shortest Path Algorithm Based on Community Detection [J].
Wang, Huixiong ;
Pan, Xing ;
Fu, Fangyou ;
Chen, Xi .
2018 2ND EUROPEAN CONFERENCE ON ELECTRICAL ENGINEERING AND COMPUTER SCIENCE (EECS 2018), 2018, :361-365
[26]   A new regularized stochastic approximation framework for stochastic inverse problems [J].
Dippon, Juergen ;
Gwinner, Joachim ;
Khan, Akhtar A. ;
Sama, Miguel .
NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS, 2023, 73
[27]   Stochastic Successive Convex Approximation for General Stochastic Optimization Problems [J].
Ye, Chencheng ;
Cui, Ying .
IEEE WIRELESS COMMUNICATIONS LETTERS, 2020, 9 (06) :755-759
[28]   TIME DEPENDING SHORTEST-PATH PROBLEMS WITH APPLICATIONS TO RAILWAY NETWORKS [J].
NACHTIGALL, K .
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1995, 83 (01) :154-166
[29]   Time-Dependent Shortest Path Problems with Penalties and Limits on Waiting [J].
He, Edward ;
Boland, Natashia ;
Nemhauser, George ;
Savelsbergh, Martin .
INFORMS JOURNAL ON COMPUTING, 2021, 33 (03) :997-1014
[30]   CONSTRAINED SHORTEST PATH PROBLEMS: STATE-OF-THE-ART AND RECENT ADVANCES [J].
Festa, P. .
2015 17th International Conference on Transparent Optical Networks (ICTON), 2015,
12345