Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks
Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks
复制标题
风险测度的可加一致性及其在网络风险规避路由中的应用
DOI：
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发表时间：
2013
影响因子：
1.7
通讯作者：
Alfredo Torrico
中科院分区：
文献类型：
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作者：
R. Cominetti;Alfredo Torrico
我们研究了使用风险措施和理论的选择模型风险规避路由和交通网络上的随机旅行时间的平衡。我们解释这些理论的假设路由的上下文中，确定添加剂的一致性作为一个合理的条件，允许减少风险规避的路线选择一个标准的最短路径问题。在经典理论的选择，我们表明，唯一的偏好，满足这一条件的熵风险措施引起的。
We investigate the use of risk measures and theories of choice to model risk-averse routing and traffic equilibrium on networks with random travel times. We interpret the postulates of these theories in the context of routing, identifying additive consistency as a plausible condition that allows to reduce risk-averse route choice to a standard shortest path problem. Within the classical theories of choice, we show that the only preferences that satisfy this condition are the ones induced by the entropic risk measures.