Minimizing conditional-value-at-risk for stochastic scheduling problems
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Cites work
- scientific article; zbMATH DE number 5707114 (Why is no real title available?)
- A Modified Benders' Partitioning Algorithm for Mixed Integer Programming
- An enhanced dynasearch neighborhood for the single-machine total weighted tardiness scheduling problem
- An iterated dynasearch algorithm for the single-machine total weighted tardiness scheduling problem
- Analysis of reactive scheduling problems in a job shop environment
- Coherent measures of risk
- Dual Stochastic Dominance and Related Mean-Risk Models
- Introduction to Stochastic Programming
- New tighter polynomial length formulations for the asymmetric traveling salesman problem with and without precedence constraints
- On generating maximal nondominated Benders cuts
- Partitioning procedures for solving mixed-variables programming problems
- Rescheduling manufacturing systems: A framework of strategies, policies, and methods
- Robust Scheduling to Hedge Against Processing Time Uncertainty in Single-Stage Production
- Sample average approximation of expected value constrained stochastic programs
- Stochastic Machine Scheduling with Precedence Constraints
Cited in
(17)- Risk averse scheduling with scenarios
- Bridging \(k\)-sum and CVaR optimization in MILP
- Minimizing value-at-risk in single-machine scheduling
- Exact algorithms for distributionally \(\beta \)-robust machine scheduling with uncertain processing times
- Decomposition algorithms for optimizing multi-server appointment scheduling with chance constraints
- A stochastic bi-objective project scheduling model under failure of activities
- Robust scheduling in a two-machine re-entrant flow shop to minimise the value-at-risk of the makespan: branch-and-bound and heuristic algorithms based on Markovian activity networks and phase-type distributions
- Optimization of discrete broadcast under uncertainty using conditional value-at-risk
- Risk-averse single machine scheduling: complexity and approximation
- Expected shortfall: heuristics and certificates
- Conditional value‐at‐risk beyond finance: a survey
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
- Optimizing makespan and stability risks in job shop scheduling
- The distributionally robust machine scheduling problem with job selection and sequence-dependent setup times
- Mixed integer linear programming models for optimal crop selection
- Evaluation of the quantiles and superquantiles of the makespan in interval valued activity networks
- Target-based distributionally robust optimization for single machine scheduling
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