Stochastic shortest path problems with recourse

被引：0
|
作者：
Polychronopoulos, GH
Tsitsiklis, JN
机构：
[1] MIT,CTR OPERAT RES,CAMBRIDGE,MA 02139
[2] MIT,INFORMAT & DECIS SYST LAB,CAMBRIDGE,MA 02139
来源：
NETWORKS | 1996年 / 27卷 / 02期
关键词：
D O I：
10.1002/(SICI)1097-0037(199603)27:2<133::AID-NET5>3.0.CO;2-L
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
We consider shortest path problems defined on graphs with random are costs. We assume that information on are cost values is accumulated as the graph is being traversed. The objective is to devise a policy that leads from an origin to a destination node with minimal expected cost. We provide dynamic programming algorithms, estimates for their complexity, negative complexity results, and analysis of some possible heuristic algorithms. (C) 1996 John Wiley & Sons, Inc.
引用
收藏
页码：133 / 143
页数：11
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