Optimal Route Planning under Uncertainty

We present new complexity results and efficient algorithms for optimal route planning in the presence of uncertainty. We employ a decision theoretic framework for defining the optimal route: for a given source S and destination T in the graph, we seek an ST-path of lowest expected cost where the edge travel times are random variables and the cost is a nonlinear function of total travel time. Although this is a natural model for route-planning on real-world road networks, results are sparse due to the analytic difficulty of finding closed form expressions for the expected cost (Fan, Kalaba & Moore), as well as the computational/combinatorial difficulty of efficiently finding an optimal path which minimizes the expected cost. We identify a family of appropriate cost models and travel time distributions that are closed under convolution and physically valid. We obtain hardness results for routing problems with a given start time and cost functions with a global minimum, in a variety of deterministic and stochastic settings. In general the global cost is not separable into edge costs, precluding classic shortest-path approaches. However, using partial minimization techniques, we exhibit an efficient solution via dynamic programming with low polynomial complexity.

[1]  L. B. Fu,et al.  Expected Shortest Paths in Dynamic and Stochastic Traf c Networks , 1998 .

[2]  Song Gao,et al.  Optimal routing policy problems in stochastic time-dependent networks , 2006 .

[3]  Vijay V. Vazirani,et al.  Approximation Algorithms , 2001, Springer Berlin Heidelberg.

[4]  Greg N. Frederickson,et al.  Sequencing Tasks with Exponential Service Times to Minimize the Expected Flow Time or Makespan , 1981, JACM.

[5]  David Pisinger,et al.  Where are the hard knapsack problems? , 2005, Comput. Oper. Res..

[6]  Hossein Soroush,et al.  Optimal paths in probabilistic networks: A case with temporary preferences , 1985, Comput. Oper. Res..

[7]  John N. Tsitsiklis,et al.  An Analysis of Stochastic Shortest Path Problems , 1991, Math. Oper. Res..

[8]  G. Saridis,et al.  Journal of Optimization Theory and Applications Approximate Solutions to the Time-invariant Hamilton-jacobi-bellman Equation 1 , 1998 .

[9]  Ronald Prescott Loui,et al.  Optimal paths in graphs with stochastic or multidimensional weights , 1983, Commun. ACM.

[10]  David R. Karger,et al.  On approximating the longest path in a graph , 1997, Algorithmica.

[11]  R. Kalaba,et al.  Arriving on Time , 2005 .

[12]  Kenneth Steiglitz,et al.  Combinatorial Optimization: Algorithms and Complexity , 1981 .

[13]  Randolph W. Hall,et al.  The Fastest Path through a Network with Random Time-Dependent Travel Times , 1986, Transp. Sci..

[14]  Hani S. Mahmassani,et al.  Least Expected Time Paths in Stochastic, Time-Varying Transportation Networks , 1999, Transp. Sci..

[15]  Michael Mitzenmacher,et al.  Improved results for route planning in stochastic transportation , 2000, SODA '01.

[16]  Mihalis Yannakakis,et al.  Shortest Paths Without a Map , 1989, Theor. Comput. Sci..