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Abstract Details
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Activity Number:
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576
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Type:
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Contributed
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Date/Time:
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Wednesday, August 3, 2011 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Physical and Engineering Sciences
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| Abstract - #303316 |
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Title:
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Optimal Path on Network with Stochastic Flow
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Author(s):
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Wanli Min*+
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Companies:
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IBM Research Singapore
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Address:
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, , ,
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Keywords:
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Gaussian Process ;
Variation Method ;
Heteroscedasticity
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Abstract:
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We consider the problem of optimal path between origin and destination over a network where each segment of the path incurs certain time varying cost and such cost may well follow some probabilistic distributions. We construct a differential equation to solve the problem in its elementary form: given the cost across segments of the network at any future time point. We introduce a variation technique to establish a general representation in a form of the elementary solution, allowing the cost over network to be characterized by certain Gaussian field. Finally, we apply the results to a problem of fastest driving route giving future traffic conditions on road network.
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