Computational risk management techniques for fixed charge network flow problems with uncertain arc failures

Journal of Combinatorial Optimization

Volumn 25, Issue 1, 2013, Pages 99-122

  Sorokin, Alexey ^a   Boginski, Vladimir ^b   Nahapetyan, Artyom ^c   Pardalos, Panos M ^a  

^a University of Florida   (United States)

^b UNIVERSITY OF FLORIDA   (United States)

^c WASTE MANAGEMENT INC   (United States)

Author keywords

Arc failures; Conditional Value at Risk; Fixed charge network flow problem; Heuristics; Quantitative risk measures; Uncertainty

Indexed keywords

CONDITIONAL VALUE-AT-RISK; HEURISTICS; NETWORK FLOW PROBLEMS; QUANTITATIVE RISK; UNCERTAINTY;

HEURISTIC ALGORITHMS; RISK MANAGEMENT; UNCERTAINTY ANALYSIS;

VALUE ENGINEERING;

EID: 84873042575     PISSN: 13826905     EISSN: 15732886     Source Type: Journal    
DOI: 10.1007/s10878-011-9422-2     Document Type: Article

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