Optimal paths in graphs with stochastic or multidimensional weights

This paper explores computationally tractable formulations of stochastic and multidimensional optimal path problems, each as an extension of the shortest path problem. A single formulation encompassing both problems is considered, in which a utility function defines preference among candidate paths. The result is the ability to state explicit conditions for exact solutions using standard methods, and the applicability of well-understood approximation techniques.

[1]  K. Arrow Essays in the theory of risk-bearing , 1958 .

[2]  Edsger W. Dijkstra,et al.  A note on two problems in connexion with graphs , 1959, Numerische Mathematik.

[3]  George B. Dantzig,et al.  Linear programming and extensions , 1965 .

[4]  V. Klee A String Algorithm for Shortest Path in Directed Networks , 1964 .

[5]  P. Fishburn,et al.  Utility theory , 1980, Cognitive Choice Modeling.

[6]  H. Frank,et al.  Shortest Paths in Probabilistic Graphs , 1969, Oper. Res..

[7]  Stuart E. Dreyfus,et al.  An Appraisal of Some Shortest-Path Algorithms , 1969, Oper. Res..

[8]  Ronald A. Howard,et al.  Dynamic Probabilistic Systems , 1971 .

[9]  R. Howard,et al.  Risk-Sensitive Markov Decision Processes , 1972 .

[10]  Philip M. Spira,et al.  A New Algorithm for Finding all Shortest Paths in a Graph of Positive Arcs in Average Time 0(n2 log2n) , 1973, SIAM J. Comput..

[11]  N. A. J. Hastings,et al.  Dynamic Probabilistic Systems: Vol. 1: Markov Models; Vol. II: Semi-Markov and Decision Processes , 1973 .

[12]  Alfred V. Aho,et al.  The Design and Analysis of Computer Algorithms , 1974 .

[13]  E. Kay,et al.  Graph Theory. An Algorithmic Approach , 1975 .

[14]  B. Golden Shortest-Path Algorithms: A Comparison , 1975 .

[15]  R. V. Slyke Stochastic Aspects of Networks , 1975, Networks.

[16]  Pitu B. Mirchandani,et al.  Shortest distance and reliability of probabilistic networks , 1976, Comput. Oper. Res..

[17]  Andrew W. Shogan Bounding distributions for a stochastic pert network , 1977, Networks.

[18]  Donald B. Johnson,et al.  Efficient Algorithms for Shortest Paths in Sparse Networks , 1977, J. ACM.

[19]  H. T. Kung,et al.  On the Average Number of Maxima in a Set of Vectors and Applications , 1978, JACM.

[20]  George S. Lueker,et al.  A data structure for orthogonal range queries , 1978, 19th Annual Symposium on Foundations of Computer Science (sfcs 1978).

[21]  Jon Louis Bentley,et al.  A survey of algorithms and data structures for range searching , 1978 .

[22]  Ellis Horowitz,et al.  Fundamentals of Computer Algorithms , 1978 .

[23]  A. Nadas,et al.  Probabilistic PERT , 1979 .

[24]  H. G. Daellenbach,et al.  Note on Multiple Objective Dynamic Programming , 1980 .

[25]  Bernd Mahr,et al.  A Birds Eye View to Path Problems , 1980, WG.

[26]  James J. Solberg,et al.  The Stochastic Shortest Route Problem , 1980, Oper. Res..

[27]  Peter A. Bloniarz,et al.  A shortest-path algorithm with expected time O(n2 log n log* n) , 1980, STOC '80.

[28]  Jon Louis Bentley,et al.  Multidimensional divide-and-conquer , 1980, CACM.

[29]  D. J. White,et al.  The set of efficient solutions for multiple objective shortest path problems , 1982, Comput. Oper. Res..

[30]  Peter A. Bloniarz A Shortest-Path Algorithm with Expected Time O(n2 log n log* n) , 1983, SIAM J. Comput..