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Volumn 22, Issue 1, 2011, Pages 35-51

Robust multi-sensor scheduling for multi-site surveillance

Author keywords

Combinatorial optimization; Mathematical programming; Multi sensor scheduling; Risk measures; Robust optimization

Indexed keywords

0-1 PROGRAMMING; CARDINALITY CONSTRAINTS; MULTI SENSOR; MULTI-SITE; OPTIMIZATION SOLVERS; PROBLEM INSTANCES; RISK MEASURES; ROBUST OPTIMIZATION; SCHEDULING PROBLEM;

EID: 80051685520     PISSN: 13826905     EISSN: 15732886     Source Type: Journal    
DOI: 10.1007/s10878-009-9271-4     Document Type: Article
Times cited : (7)

References (8)
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    • Ilog cplex (2008) http://www.ilog.com/products/cplex/.
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  • 3
    • 33847366224 scopus 로고    scopus 로고
    • Portfolio optimization with linear and fixed transaction costs
    • Lobo MS, Fazel M, Boyd S (2007) Portfolio optimization with linear and fixed transaction costs. Ann Oper Res 152(1):376-394.
    • (2007) Ann Oper Res , vol.152 , Issue.1 , pp. 376-394
    • Lobo, M.S.1    Fazel, M.2    Boyd, S.3
  • 4
    • 0002062038 scopus 로고    scopus 로고
    • Optimization of conditional value-at-risk
    • Rockafellar RT, Uryasev SP (2000) Optimization of conditional value-at-risk. J Risk 2:21-42.
    • (2000) J Risk , vol.2 , pp. 21-42
    • Rockafellar, R.T.1    Uryasev, S.P.2
  • 5
    • 0036076694 scopus 로고    scopus 로고
    • Conditional value-at-risk for general loss distributions
    • Rockafellar RT, Uryasev SP (2002) Conditional value-at-risk for general loss distributions. J Bank Financ 26:1443-1471.
    • (2002) J Bank Financ , vol.26 , pp. 1443-1471
    • Rockafellar, R.T.1    Uryasev, S.P.2
  • 7
    • 0002646371 scopus 로고    scopus 로고
    • Conditional value-at-risk: Optimization algorithms and applications
    • Uryasev S (2000) Conditional value-at-risk: optimization algorithms and applications. Financ Eng News 14:1-5.
    • (2000) Financ Eng News , vol.14 , pp. 1-5
    • Uryasev, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.