Stochastic Shortest Paths Via Quasi-convex Maximization
We consider the problem of finding shortest paths in a graph with independent randomly distributed edge lengths. Our goal is to maximize the probability that the path length does not exceed a given threshold value (deadline). We give a surprising exact n Θ(log n) algorithm for the case of normally distributed edge lengths, which is based on quasi-convex maximization. We then prove average and smoothed polynomial bounds for this algorithm, which also translate to average and smoothed bounds for the parametric shortest path problem, and extend to a more general non-convex optimization setting. We also consider a number other edge length distributions, giving a range of exact and approximation schemes.
KeywordsShort Path Extreme Point Edge Length Optimal Path Stochastic Dominance
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