Stochastic shortest path problem

• Thesis title in Czech: Stochastic shortest path problem
• Thesis title in English: Stochastic shortest path problem
• Key words: stochastické problémy; nejkratší cesta; labelling algoritmus; optimalizace
• English key words: stochastic problems; shortest path; labelling algorithm; optimization
• Academic year of topic announcement: 2011/2012
• Thesis type: diploma thesis
• Thesis language: angličtina
• Department: Department of Applied Mathematics (32-KAM)
• Supervisor: prof. Mgr. Milan Hladík, Ph.D.
• Author: hidden - assigned and confirmed by the Study Dept.
• Date of registration: 20.10.2011
• Date of assignment: 25.10.2011
• Confirmed by Study dept. on: 04.11.2011
• Advisors: Mgr. Ivan Dovica

Guidelines

Student se seznámí s metodami na řešení stochastic shortest path problémů.
Vybrané metody implementuje a porovná. Student se pokusí o vylepšení
vybrané metody popřípadě navrhne novou.

References

R. Badinelli: Approximating probability density functions and their
convolutions using orthogonal polynomials, European Journal of Operational
Research, 95(1996)

R. Loui: Optimal paths in graphs with stochastic or multidimensional
weights, Communications of the ACM, 26 (1983)

I. Murthy, S. Sarkar: Stochastic Shortest Path Problems with
Piecewise-Linear Concave Utility Functions, Management Science, 44(1998)

R. Borndoerfer, I. Dovica, I. Nowak, T. Schickinger: Robust Tail Assignment,
AGIFORS 2011