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

T. Hasuike

doi:10.1109/IEEM.2010.5674295

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

T. Hasuike^*

^*この研究の対応する著者

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.

本文言語	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	https://doi.org/10.1109/IEEM.2010.5674295
出版ステータス	Published - 2010
外部発表	はい
イベント	IEEE International Conference on Industrial Engineering and Engineering Management, IEEM2010 - Macao, China 継続期間: 2010 12月 7 → 2010 12月 10

出版物シリーズ

名前	IEEM2010 - IEEE International Conference on Industrial Engineering and Engineering Management

Other

Other	IEEE International Conference on Industrial Engineering and Engineering Management, IEEM2010
国/地域	China
City	Macao
Period	10/12/7 → 10/12/10

ASJC Scopus subject areas

産業および生産工学

文献へのアクセス

10.1109/IEEM.2010.5674295

他のファイルとリンク

引用スタイル

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

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

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. in IEEM2010 - IEEE International Conference on Industrial Engineering and Engineering Management., 5674295, IEEM2010 - IEEE International Conference on Industrial Engineering and Engineering Management, 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

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

抄録

出版物シリーズ

Other

ASJC Scopus subject areas

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