Abstract
We study the problem of maximizing the probability of arriving on time in a stochastic network. Nodes and links in the network may be congested or uncongested, and their states change over time and are based on states of adjacent nodes. Given a source, destination, and time limit, the goal is to adaptively choose the next node to visit to maximize the probability of arriving to the destination on time. We present a dynamic programming solution to solve this problem. We also consider a variation of this problem where the traveler is allowed the option to wait at a node rather than visit the next node. For this setting, we identify properties of networks for which the optimal solution does not require revisiting nodes.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Similar content being viewed by others
References
Dean, B.C.: Algorithms for Minimum-Cost Path in Time-Dependent Networks with Waiting Policies. Networks 44, 41–46 (2004)
Eiger, A., Mirchandani, P.B., Soroush, H.: Path Preferences and Optimal Paths in Probabilistic Networks. Transportation Science 19, 75–84 (1985)
Fan, Y., Kalaba, R., Moore, J.: Shortest Paths in Stochastic Networks with Correlated Link Costs. Computers and Mathematics with Applications 49, 1549–1564 (2005)
Fan, Y., Kalaba, R., Moore, J.: Arriving on Time. Journal of Optimization Theory and Applications 127(3), 497–513 (2005)
Frank, H.: Shortest Paths in Probabilistic Graphs. Operations Research 17, 583–599 (1969)
Fu, L., Rillet, L.: Expected Shortest Paths in Dynamic and Stochastic Traffic Networks. Transportation Research 32(7), 499–516 (1998)
Gao, S., Huang, H.: Real-Time Traveler Information for Optimal Adaptive Routing in Stochastic Time-Dependent Networks. Transportation Research Part C 21, 196–213 (2011)
Loui, R.P.: Optimal Paths in Graphs with Stochastic or Multidimensional Weights. Communications of the ACM 26, 670–676 (1983)
Murthy, I., Sarkar, S.: Stochastic Shortest Path Problems with Piecewise Linear Concave Utility Functions. Management Science 44, 125–136 (1998)
Nie, Y., Wu, X.: Shortest Path Problem Considering On-Time Arrival Probability. Transportation Research Part B 43, 597–613 (2009)
Polychronopoulos, G.H., Tsitsiklis, J.N.: Stochastic Shortest Path Problems with Recourse. Operations Research Letters 10, 329–334 (1991)
Sigal, E.H., Pritsker, A.A.B., Solberg, J.J.: The Stochastic Shortest Route Problem. Operations Research 28, 1122–1129 (1980)
Waller, S., Ziliaskopoulos, A.: On the Online Shortest Path Problem with Limited Arc Cost Dependencies. Networks 40(4), 216–227 (2002)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2013 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Christman, A., Cassamano, J. (2013). Maximizing the Probability of Arriving on Time. In: Dudin, A., De Turck, K. (eds) Analytical and Stochastic Modeling Techniques and Applications. ASMTA 2013. Lecture Notes in Computer Science, vol 7984. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-39408-9_11
Download citation
DOI: https://doi.org/10.1007/978-3-642-39408-9_11
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-39407-2
Online ISBN: 978-3-642-39408-9
eBook Packages: Computer ScienceComputer Science (R0)