Method for finding minimal cost paths under uncertainty

摘要

A computer implemented method finds a path having a minimal expected cost through a network of nodes connected by arcs, in which the path is from a source node to a destination node, and in which a traversal time for traversing each arc is a random variable. An expected cost of traversing each possible path from the source node to the destination node is determined as an average value of a nonlinear cost function applied to each possible total travel time for traversing the path. The expected cost is weighted according to a probability of each possible total travel time. For each node in the network and for each possible time to start, a particular path from the source node to the node having a minimal expected cost and an optimal time to start on that path is determined.