Robust shortest path planning and semicontractive dynamic programming

• Published in: Naval research logistics Vol. 66; no. 1; pp. 15 - 37
• Main Author: Bertsekas, Dimitri P.
• Format: Journal Article
• Language: English
• Published: New York Wiley Subscription Services, Inc 01.02.2019
• Subjects: Algorithms; Dynamic programming; Graph theory; Iterative methods; Logistics; Mathematical models; minimax formulation; Minimax technique; Minimum cost; Optimization; Policies; Predictive control; semicontractive model; Shortest path planning; Uncertainty

In this article, we consider shortest path problems in a directed graph where the transitions between nodes are subject to uncertainty. We use a minimax formulation, where the objective is to guarantee that a special destination state is reached with a minimum cost path under the worst possible inst...