Risk management in uncapacitated facility location models with random demands

Computers and Operations Research

Volumn 36, Issue 4, 2009, Pages 1002-1011

  Wagner, Michael R ^a   Bhadury, Joy ^b   Peng, Steve ^a  

^a CALIFORNIA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF NORTH CAROLINA AT GREENSBORO   (United States)

Author keywords

Facility location; Risk management; Second order cone programming; Value at Risk

Indexed keywords

FACILITIES; INTEGER PROGRAMMING; RISK ANALYSIS; RISK ASSESSMENT; RISK MANAGEMENT; STOCHASTIC MODELS; STOCHASTIC PROGRAMMING; SUBROUTINES; VALUE ENGINEERING;

BRANCH-AND-BOUND ALGORITHMS; COMPUTATIONAL RESULTS; CONFIDENCE LEVELS; FACILITY LOCATION; FACILITY LOCATION MODELS; LOCATING; LOCATION PROBLEMS; LOWER LIMITS; NEW SOLUTIONS; NONLINEAR INTEGER PROGRAMS; OPTIMAL LOCATIONS; OPTIMIZATION PROBLEMS; PRIMARY CONTRIBUTIONS; RANDOM DEMANDS; RISK FACTORS; SECOND-ORDER CONE PROGRAMMING; SOLUTION TIMES; STOCHASTIC ENVIRONMENTS; VALUE-AT-RISK;

LOCATION;

EID: 54849436306     PISSN: 03050548     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cor.2007.12.008     Document Type: Article

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