Risk-averse shortest path problems

Christos Gavriel, Grani Hanasusanto, Daniel Kuhn

Research output: Contribution to journalConference articlepeer-review


We investigate routing policies for shortest path problems with uncertain arc lengths. The objective is to minimize a risk measure of the total travel time. We use the conditional value-at-risk (CVaR) for when the arc lengths (durations) have known distributions and the worst-case CVaR for when these distributions are only partially described. Policies which minimize the expected travel time (average-optimal policies) are desirable for experiments that are repeated several times, but the fact that they take no account of risk makes them unsuitable for decisions that need to be taken only once. In these circumstances, policies that minimize a risk measure provide protection against rare events with high cost.

Original languageEnglish (US)
Article number6426188
Pages (from-to)2533-2538
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
StatePublished - 2012
Externally publishedYes
Event51st IEEE Conference on Decision and Control, CDC 2012 - Maui, HI, United States
Duration: Dec 10 2012Dec 13 2012

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization


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