A multiobjective stochastic shortest-route problem

This paper develops an algorithm for a ‘shortest route’ network problem in which it is required to find the path which yields the ‘shortest’ expected total ‘distance’ through the network. Here ‘distance’ is given by a multi-component vector and ‘shortest’ is interpreted in the sense of vector-minimum. Also this stochastic version of the problem assumes that if a particular arc is chosen at a node, then there is a probability that an adjacent arc will be traversed instead. Dynamic programming is used to find the ‘shortest’ route, and a numerical example is provided.