On the shortest alpha-reliable path problem

Corredor-Montenegro, David and Cabrera, Nicolas and Akhavan, Raha and Medaglia, Andres L. (2021) On the shortest alpha-reliable path problem. Top (SI), 29 (1). pp. 287-318. ISSN 1134-5764 (Print) 1863-8279 (Online)

[thumbnail of 26.pdf] PDF

Download (3MB)


In this variant of the constrained shortest path problem, the time of traversing an arc is given by a non-negative continuous random variable. The problem is to find a minimum cost path from an origin to a destination, ensuring that the probability of reaching the destination within a time limit meets a certain reliability threshold. To solve this problem, we extend the pulse algorithm, a solution framework for short- est path problems with side constraints. To allow arbitrary non-negative continuous travel-time distributions, we model the random variables of the travel times using Phase-type distributions and Monte Carlo simulation. We conducted a set of experi- ments over small- and medium-size stochastic transportation networks with and without spatially-correlated travel times. As an alternative to handling correlations, we present a scenario-based approach in which the distributions of the arc travel times are conditioned to a given scenario (e.g., variable weather conditions). Our methodology and experiments highlight the relevance of considering on-time arrival probabilities and correlations when solving shortest path problems over stochastic transportation networks.
Item Type: Article
Uncontrolled Keywords: constrained shortest path problem, pulse algorithm, stochastic shortest path, phase-type distributions, spatial correlation, chance constraints
Subjects: Q Science > QA Mathematics > QA273-280 Probabilities. Mathematical statistics
Divisions: Sabancı Business School
Sabancı Business School > Operations Management and Information Systems
Depositing User: Raha Akhavan
Date Deposited: 22 Aug 2021 17:04
Last Modified: 17 Aug 2022 16:15
URI: https://research.sabanciuniv.edu/id/eprint/41739

Actions (login required)

View Item
View Item