A Fast Algorithm for Stochastic Orienteering with Chance Constraints
Thomas C. Thayer,Stefano Carpin,Thomas C. Thayer,Stefano Carpin
We consider the Stochastic Orienteering Problem with random traversal time for edges. In this scenario the length of the path is a random variable and we consider a formulation with chance constraints, i.e., a bound on the probability that the length of the path exceeds the allotted budget. Our proposed solution casts the problem as an instance of a suitably defined Constrained Markov Decision Pro...
