A shortest path problem with random and interval variables for arcs based on conditional value at risk

研究成果: Conference contribution

抄録

This paper considers a shortest path problem with both random and interval variables for arcs and proposes a new risk measure to synthesize both stochastic conditional Value at Risk and order relation of interval values. The proposed model defined by the hybrid conditional Value at Risk is equivalently transformed into a 0-1 mixed integer programming problem. In order to this problem analytically and efficiently, the Lagrange 0-1 relaxation problem using the property of totally unimodular to the shortest path problem is equivalently performed. The numerical example is provided to compare the proposed model with the other standard models.

元の言語English
ホスト出版物のタイトルIEEM2010 - IEEE International Conference on Industrial Engineering and Engineering Management
ページ371-375
ページ数5
DOI
出版物ステータスPublished - 2010
外部発表Yes
イベントIEEE International Conference on Industrial Engineering and Engineering Management, IEEM2010 - Macao, China
継続期間: 2010 12 72010 12 10

Other

OtherIEEE International Conference on Industrial Engineering and Engineering Management, IEEM2010
China
Macao
期間10/12/710/12/10

Fingerprint

Integer programming

ASJC Scopus subject areas

  • Industrial and Manufacturing Engineering

これを引用

Hasuike, T. (2010). A shortest path problem with random and interval variables for arcs based on conditional value at risk. : IEEM2010 - IEEE International Conference on Industrial Engineering and Engineering Management (pp. 371-375). [5674295] https://doi.org/10.1109/IEEM.2010.5674295

A shortest path problem with random and interval variables for arcs based on conditional value at risk. / Hasuike, Takashi.

IEEM2010 - IEEE International Conference on Industrial Engineering and Engineering Management. 2010. p. 371-375 5674295.

研究成果: Conference contribution

Hasuike, T 2010, A shortest path problem with random and interval variables for arcs based on conditional value at risk. : IEEM2010 - IEEE International Conference on Industrial Engineering and Engineering Management., 5674295, pp. 371-375, IEEE International Conference on Industrial Engineering and Engineering Management, IEEM2010, Macao, China, 10/12/7. https://doi.org/10.1109/IEEM.2010.5674295
Hasuike T. A shortest path problem with random and interval variables for arcs based on conditional value at risk. : IEEM2010 - IEEE International Conference on Industrial Engineering and Engineering Management. 2010. p. 371-375. 5674295 https://doi.org/10.1109/IEEM.2010.5674295
Hasuike, Takashi. / A shortest path problem with random and interval variables for arcs based on conditional value at risk. IEEM2010 - IEEE International Conference on Industrial Engineering and Engineering Management. 2010. pp. 371-375
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