Fuzzy random shortest path problem using conditional Value at Risk

Takashi Hasuike*

*この研究の対応する著者

研究成果: Conference contribution

抄録

This paper considers a fuzzy random shortest path problem and proposes a new risk measure to synthesize both stochastic conditional Value at Risk and credibility measure for fuzziness. 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 and proposed the efficient solution algorithm based on the hybrid algorithm of standard Dijkstra algorithm and subgradient method.

本文言語English
ホスト出版物のタイトル2010 International Conference on System Science and Engineering, ICSSE 2010
ページ439-444
ページ数6
DOI
出版ステータスPublished - 2010 10 11
外部発表はい
イベント2010 International Conference on System Science and Engineering, ICSSE 2010 - Taipei, Taiwan, Province of China
継続期間: 2010 7 12010 7 3

出版物シリーズ

名前2010 International Conference on System Science and Engineering, ICSSE 2010

Other

Other2010 International Conference on System Science and Engineering, ICSSE 2010
国/地域Taiwan, Province of China
CityTaipei
Period10/7/110/7/3

ASJC Scopus subject areas

  • 計算理論と計算数学
  • コンピュータ サイエンスの応用
  • 情報システム
  • 制御およびシステム工学

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