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

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  • Murthy, Ishwar
  • Sarkar, Sumit

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  • Murthy, Ishwar & Sarkar, Sumit, 1997. "Exact algorithms for the stochastic shortest path problem with a decreasing deadline utility function," European Journal of Operational Research, Elsevier, vol. 103(1), pages 209-229, November.
    • Handle: RePEc:eee:ejores:v:103:y:1997:i:1:p:209-229
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    References listed on IDEAS

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    1. Jonathan F. Bard, 1985. "Parallel Funding of R&D Tasks with Probabilistic Outcomes," Management Science, INFORMS, vol. 31(7), pages 814-828, July.
    2. Desrochers, Martin & Soumis, Francois, 1988. "A reoptimization algorithm for the shortest path problem with time windows," European Journal of Operational Research, Elsevier, vol. 35(2), pages 242-254, May.
    3. Jonathan F. Bard & James E. Bennett, 1991. "Arc Reduction and Path Preference in Stochastic Acyclic Networks," Management Science, INFORMS, vol. 37(2), pages 198-215, February.
    4. Robert L. Carraway & Thomas L. Morin & Herbert Moskowitz, 1989. "Generalized Dynamic Programming for Stochastic Combinatorial Optimization," Operations Research, INFORMS, vol. 37(5), pages 819-829, October.
    5. H. Frank, 1969. "Shortest Paths in Probabilistic Graphs," Operations Research, INFORMS, vol. 17(4), pages 583-599, August.
    6. Arthur Warburton, 1987. "Approximation of Pareto Optima in Multiple-Objective, Shortest-Path Problems," Operations Research, INFORMS, vol. 35(1), pages 70-79, February.
    7. Ishwar Murthy & Sumit Sarkar, 1996. "A Relaxation-Based Pruning Technique for a Class of Stochastic Shortest Path Problems," Transportation Science, INFORMS, vol. 30(3), pages 220-236, August.
    8. Harilaos N. Psaraftis & John N. Tsitsiklis, 1993. "Dynamic Shortest Paths in Acyclic Networks with Markovian Arc Costs," Operations Research, INFORMS, vol. 41(1), pages 91-101, February.
    9. Mordechai I. Henig, 1990. "Risk Criteria in a Stochastic Knapsack Problem," Operations Research, INFORMS, vol. 38(5), pages 820-825, October.
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    Cited by:

    1. Lee, Jisun & Joung, Seulgi & Lee, Kyungsik, 2022. "A fully polynomial time approximation scheme for the probability maximizing shortest path problem," European Journal of Operational Research, Elsevier, vol. 300(1), pages 35-45.
    2. Häme, Lauri & Hakula, Harri, 2013. "Dynamic journeying under uncertainty," European Journal of Operational Research, Elsevier, vol. 225(3), pages 455-471.
    3. Jian Li & Amol Deshpande, 2019. "Maximizing Expected Utility for Stochastic Combinatorial Optimization Problems," Mathematics of Operations Research, INFORMS, vol. 44(1), pages 354-375, February.

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