Distributionally robust maximum probability shortest path problem
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DOI: 10.1007/s10878-021-00747-9
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- Zohreh Hosseini Nodeh & Ali Babapour Azar & Rashed Khanjani Shiraz & Salman Khodayifar & Panos M. Pardalos, 2020. "Joint chance constrained shortest path problem with Copula theory," Journal of Combinatorial Optimization, Springer, vol. 40(1), pages 110-140, July.
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Cited by:
- Belleh Fontem, 2023. "Robust Chance-Constrained Geometric Programming with Application to Demand Risk Mitigation," Journal of Optimization Theory and Applications, Springer, vol. 197(2), pages 765-797, May.
- Hosseini-Nodeh, Zohreh & Khanjani-Shiraz, Rashed & Pardalos, Panos M., 2023. "Portfolio optimization using robust mean absolute deviation model: Wasserstein metric approach," Finance Research Letters, Elsevier, vol. 54(C).
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Keywords
Robust shortest path; Joint chance constrained; Bonferroni approximation;All these keywords.
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