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Robust shortest path problems with two uncertain multiplicative cost coefficients



We consider a robust shortest path problem when the cost coefficient is the product of two uncertain factors. We first show that the robust problem can be solved in polynomial time by a dual-variable enumeration with shortest path problems as subproblems. We also propose a path enumeration approach using a K -shortest paths finding algorithm that may be efficient in many real cases. An application in hazardous materials transportation is discussed, and the solution methods are illustrated by numerical examples. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013