

Author: Getachew Teodros Kostreva Michael Lancaster Laura
Publisher: Edp Sciences
E-ISSN: 1290-3868|34|1|27-47
ISSN: 0399-0559
Source: RAIRO - Operations Research, Vol.34, Iss.1, 2010-03, pp. : 27-47
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Abstract
The Algorithm in this paper is designed to find theshortest path in a network given time-dependent cost functions. It hasthe following features: it is recursive; it takes place bath in abackward dynamic programming phase and in a forward evaluation phase; itdoes not need a time-grid such as in Cook and Halsey and Kostreva andWiecek's "Algorithm One”; it requires only boundedness (above andbelow) of the cost functions; it reduces to backward multi-objectivedynamic programming if there are constant costs. This algorithm has beensuccessfully applied to multi-stage decision problems where the costsare a function of the time when the decision is made. There are examplesof further applications to tactical delay in production scheduling andto production control.
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