Robust Routing and Cross-Entropy Estimation

Details Robust Routing and Cross-Entropy Estimation Robust Routing and Cross-Entropy Estimation

2005-09-15

arxiv.org/abs/math/0509352v1

Mathematics

Optimization and Control

19 pages

Scientific paper

In the following article, we present a novel way to etimate the amounts of traffic on the Origin-Destination couples (OD couples). This new approach combines together a routing algorithm based on the principle of the shortest path and a recent technique of stochastic optimization called Cross-Entropy. In a final part, we adapt a particular filtering algorithm in order to be able to dynamically estimate the evolution of the traffic on the OD couples.

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