Minimizing value-at-risk in single-machine scheduling
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Cites work
- scientific article; zbMATH DE number 5547872 (Why is no real title available?)
- scientific article; zbMATH DE number 3550182 (Why is no real title available?)
- scientific article; zbMATH DE number 1271322 (Why is no real title available?)
- scientific article; zbMATH DE number 1312984 (Why is no real title available?)
- scientific article; zbMATH DE number 1836444 (Why is no real title available?)
- scientific article; zbMATH DE number 772850 (Why is no real title available?)
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- A Stochastic Programming Model
- A decomposition algorithm for the single machine total tardiness problem
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- Assignment Problems
- Coherent measures of risk
- Complexity of single machine scheduling problems under scenario-based uncertainty
- Conditional value-at-risk in stochastic programs with mixed-integer recourse
- Convexity and decomposition of mean-risk stochastic programs
- Disregarding Duration Uncertainty in Partial Order Schedules? Yes, We Can!
- Dual Stochastic Dominance and Related Mean-Risk Models
- Dual decomposition in stochastic integer programming
- External risk measures and Basel accords
- Introduction to Stochastic Programming
- L-shaped decomposition of two-stage stochastic programs with integer recourse
- Lagrangian duality applied to the vehicle routing problem with time windows
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- Minimizing conditional-value-at-risk for stochastic scheduling problems
- Minimizing maximal regret in the single machine sequencing problem with maximum lateness criterion
- Minimizing the number of late jobs in a stochastic setting using a chance constraint
- Modeling, measuring and managing risk
- On a stochastic sequencing and scheduling problem
- On the choice of explicit stabilizing terms in column generation
- On the global minimization of the value-at-risk
- On the robust single machine scheduling problem
- Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound
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- Optimization models with probabilistic constraints
- Reducibility among combinatorial problems
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- Risk-averse two-stage stochastic programming with an application to disaster management
- Robust Scheduling to Hedge Against Processing Time Uncertainty in Single-Stage Production
- Robust scheduling on a single machine to minimize total flow time
- Robustness and sensitivity analysis of risk measurement procedures
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Scheduling
- Scheduling with uncertain durations: Modeling \(\beta \)-robust scheduling with constraints
- Stochastic integer programming: general models and algorithms
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Cited in
(13)- Risk averse scheduling with scenarios
- 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
- Distributionally robust single machine scheduling with risk aversion
- Minimizing conditional-value-at-risk for stochastic scheduling problems
- A stochastic approach for the single-machine scheduling problem to minimize total expected cost with client-dependent tardiness costs
- Risk-averse single machine scheduling: complexity and approximation
- Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics
- The distributionally robust machine scheduling problem with job selection and sequence-dependent setup times
- Research on construction and application for the model of multistage job shop scheduling problem
- Evaluation of the quantiles and superquantiles of the makespan in interval valued activity networks
- Target-based distributionally robust optimization for single machine scheduling
- Stochastic planning and scheduling with logic-based Benders decomposition
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