Shortest path in a directed graph with incorporating global path weight

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Consider a directed edge-weighted graph G = (V,E), with edge-weights in modeling the local relationship between two nodes.

I want to find a shortest path in that graph with additional global constraints on the paths, for example formulated in a global path weight. for example a node in path needs to be evaluated with respect to the complete path's history.

Is there an (efficient) algorithm for finding such a path, at best the globally optimal one?

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