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

DOI10.1007/s10878-011-9422-2zbMath1269.90132MaRDI QIDQ1945698

Alexey Sorokin, Artyom Nahapetyan, Panos M. Pardalos, Vladimir L. Boginski

Publication date: 8 April 2013

Published in: Journal of Combinatorial Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10878-011-9422-2

zbMATH Keywords

uncertainty; heuristics; conditional value-at-risk; arc failures; fixed charge network flow problem; quantitative risk measures

Mathematics Subject Classification ID

90C35: Programming involving graphs or networks

90C59: Approximation methods and heuristics in mathematical programming

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Conditional value‐at‐risk beyond finance: a survey, A two-stage resource allocation model for lifeline systems quick response with vulnerability analysis, Optimizing designs and operations of a single network or multiple interdependent infrastructures under stochastic arc disruption, On risk-averse maximum weighted subgraph problems, Branch-and-cut approaches for chance-constrained formulations of reliable network design problems, On the chance-constrained minimum spanning \(k\)-core problem

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