Risk averse shortest paths : a computational study
Year of publication: |
2018
|
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Authors: | Chicoisne, Renaud ; Ordóñez, Fernando ; Espinoza, Daniel |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 30.2018, 3, p. 539-553
|
Subject: | stochastic shortest path | sample average approximation | conditional value at risk | entropic risk measure | aggregation methods | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Stochastischer Prozess | Stochastic process | Messung | Measurement | Risikoaversion | Risk aversion |
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