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Optimal Path Problems with Second-Order Stochastic Dominance Constraints
16 references·16 citing·46 second hopsampled
Optimal Path Problems with Second-Order Stochastic Dominance Constraints (2011)Optimal Path Problems with Second-Order S…Modeling heterogeneous risk-taking behavior in route choice: A stochastic dominance approach (2011)Modeling heterogeneous risk-t…Shortest path problem considering on-time arrival probability (2009)Shortest path problem conside…Using Automatic Vehicle Identification Data to Gain Insight into Travel Time Variability and Its Causes (2006)Using Automatic Vehicle Ident…The empirical behavior of sampling methods for stochastic programming (2006)The empirical behavior of sam…Optimal Routing for Maximizing the Travel Time Reliability (2006)Optimal Routing for Maximizin…Optimization with Stochastic Dominance Constraints (2003)Optimization with Stochastic …Risk-averse user equilibrium traffic assignment: an application of game theory (2002)Risk-averse user equilibrium …Path comparisons for a priori and time-adaptive decisions in stochastic, time-varying networks (2002)Path comparisons for a priori…A Mean-Variance Model for Route Guidance in Advanced Traveler Information Systems (2001)A Mean-Variance Model for Rou…Least Expected Time Paths in Stochastic, Time-Varying Transportation Networks (2000)Least Expected Time Paths in …Stochastic Dominance and Expected Utility: Survey and Analysis (1992)Stochastic Dominance and Expe…Path Preferences and Optimal Paths in Probabilistic Networks (1985)Path Preferences and Optimal …Stochastic dominance and diversification (1971)Stochastic dominance and dive…The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments (1970)The Fundamental Approximation…The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…The Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…Risk, Risk Aversion, and Agricultural Technology Adoption ─ A Novel Valuation Method Based on Real Options and Inverse Stochastic Dominance (2021)Risk, Risk Aversion, and Agri…A Review of Robust Operations Management under Model Uncertainty (2020)A Review of Robust Operations…A route guidance system considering travel time unreliability (2019)A route guidance system consi…Non-expected Route Choice Model under Risk on Stochastic Traffic Networks (2017)Non-expected Route Choice Mod…Finding the Most Reliable Strategy on Stochastic and Time-Dependent Transportation Networks: A Hypergraph Based Formulation (2017)Finding the Most Reliable Str…Reliable Path Planning for Bus Networks Considering Travel Time Uncertainty (2016)Reliable Path Planning for Bu…Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks (2016)Additive Consistency of Risk …Study on mean-standard deviation shortest path problem in stochastic and time-dependent networks: A stochastic dominance based approach (2015)Study on mean-standard deviat…Equilibrium routing under uncertainty (2015)Equilibrium routing under unc…Regional Air Quality Conformity in Transportation Networks with Stochastic Dependencies: A Theoretical Copula-Based Model (2013)Regional Air Quality Conformi…Optimization with Multivariate Conditional Value-at-Risk Constraints (2013)Optimization with Multivariat…An outer approximation algorithm for the robust shortest path problem (2013)An outer approximation algori…Adaptive vehicle routing for risk-averse travelers (2013)Adaptive vehicle routing for …A Hybrid Route Choice Model for Dynamic Traffic Assignment (2012)A Hybrid Route Choice Model f…Risk-adjusted budget allocation models with application in homeland security (2011)Risk-adjusted budget allocati…Sample average approximation of stochastic dominance constrained programs (2010)Sample average approximation …Theory of Games and Economic Behavior (1945)Portfolio optimization with stochastic dominance constraints (2005)Introduction to Stochastic Programming (2011)Monte Carlo sampling-based methods for stochastic optimization (2014)The Simple Economics of Optimal Persuasion (2017)Theory of games and economic behavior (2019)Liquidity Preference as Behavior Towards Risk (1958)Aspects of the Theory of Risk-Bearing. (1966)Rules for Ordering Uncertain Prospects (1969)Optimal rules for ordering uncertain prospects (1975)Mutual fund separation in financial theory—The separating distributions (1978)Safety-First, Stochastic Dominance, and Optimal Portfolio Choice (1978)Large Sample Properties of Simulations Using Latin Hypercube Sampling (1987)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)On Complexity of Stochastic Programming Problems (2006)Planning for Disruptions in Supply Chain Networks (2006)Non-Cooperative Games (1951)Non-cooperative games (1989)A game theory approach to measuring the performance reliability of transport networks (2000)Immobility in travel diary surveys (2006)A network equilibrium model with travellers’ perception of stochastic travel times (2009)Travel time reliability in transportation networks: A review of methodological developments (2022)The Theory of Games and Economic Behavior (1945)The Fastest Path through a Network with Random Time-Dependent Travel Times (1986)Finding the most reliable path with and without link travel time correlation: A Lagrangian substitution based approach (2011)Finding Reliable Shortest Paths in Road Networks Under Uncertainty (2012)Constraint reformulation and a Lagrangian relaxation-based solution algorithm for a least expected time path problem (2013)Portfolio Selection: Efficient Diversification of Investments (1959)A Note on Uncertainty and Indifference Curves (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)Systemic Risk and International Portfolio Choice (2004)Optimal Portfolio Allocation under Higher Moments (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)On the measurement of inequality (1970)Application of a Technique for Research and Development Program Evaluation (1959)Introduction to Stochastic Programming (1997)Optimal routing policy problems in stochastic time-dependent networks (2005)Adaptive route choices in risky traffic networks: A prospect theory approach (2009)Prospect theory: An analysis of decision under risk (1988)From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Dual Stochastic Dominance and Related Mean-Risk Models (2002)Toward a positive theory of consumer choice (1980)Risk as feelings. (2001)
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References

  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 1992Stochastic Dominance and Expected Utility: Survey and Analysis843 cited
  • 1970The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments731 cited
  • 2006The empirical behavior of sampling methods for stochastic programming426 cited
  • 2003Optimization with Stochastic Dominance Constraints369 cited
  • 2000Least Expected Time Paths in Stochastic, Time-Varying Transportation Networks310 cited
  • 2009Shortest path problem considering on-time arrival probability308 cited
  • 1971Stochastic dominance and diversification242 cited
  • 2002Risk-averse user equilibrium traffic assignment: an application of game theory216 cited
  • 2001A Mean-Variance Model for Route Guidance in Advanced Traveler Information Systems130 cited
  • 2002Path comparisons for a priori and time-adaptive decisions in stochastic, time-varying networks115 cited
  • 2006Optimal Routing for Maximizing the Travel Time Reliability101 cited
  • 1985Path Preferences and Optimal Paths in Probabilistic Networks96 cited
  • 2011Modeling heterogeneous risk-taking behavior in route choice: A stochastic dominance approach

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84 cited
  • 2006Using Automatic Vehicle Identification Data to Gain Insight into Travel Time Variability and Its Causes75 cited
  • Cited by

    • 2020A Review of Robust Operations Management under Model Uncertainty96 cited
    • 2010Sample average approximation of stochastic dominance constrained programs80 cited
    • 2013Optimization with Multivariate Conditional Value-at-Risk Constraints73 cited
    • 2011Risk-adjusted budget allocation models with application in homeland security71 cited
    • 2013An outer approximation algorithm for the robust shortest path problem59 cited
    • 2021Risk, Risk Aversion, and Agricultural Technology Adoption ─ A Novel Valuation Method Based on Real Options and Inverse Stochastic Dominance38 cited
    • 2012A Hybrid Route Choice Model for Dynamic Traffic Assignment36 cited
    • 2015Study on mean-standard deviation shortest path problem in stochastic and time-dependent networks: A stochastic dominance based approach33 cited
    • 2013Adaptive vehicle routing for risk-averse travelers28 cited
    • 2016Reliable Path Planning for Bus Networks Considering Travel Time Uncertainty21 cited
    • 2013Regional Air Quality Conformity in Transportation Networks with Stochastic Dependencies: A Theoretical Copula-Based Model19 cited
    • 2016Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks19 cited
    • 2017Finding the Most Reliable Strategy on Stochastic and Time-Dependent Transportation Networks: A Hypergraph Based Formulation17 cited
    • 2019A route guidance system considering travel time unreliability16 cited
    • 2017Non-expected Route Choice Model under Risk on Stochastic Traffic Networks15 cited
    • 2015Equilibrium routing under uncertainty14 cited