Risk-averse stochastic path detection

DOI10.1016/j.ejor.2016.12.002zbMath1402.90064OpenAlexW2560427741MaRDI QIDQ1753422

Laura Priekule, Stephan Meisel, Ricardo A. Collado

Publication date: 29 May 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2016.12.002

zbMATH Keywords

stochastic programmingrisk-averse optimizationOR in defense

Mathematics Subject Classification ID

Search theory (90B40) Stochastic network models in operations research (90B15) Dynamic programming (90C39)

Related Items (1)

A survey on bilevel optimization under uncertainty

Cites Work

• Unnamed Item
• Unnamed Item
• Risk-averse dynamic programming for Markov decision processes
• A risk-averse newsvendor with law invariant coherent measures of risk
• Risk-adjusted probability measures in portfolio optimization with coherent measures of risk
• Deterministic network interdiction
• Patrolling a perimeter
• Scenario decomposition of risk-averse multistage stochastic programming problems
• SPAR: Stochastic Programming with Adversarial Recourse
• Coherent Measures of Risk
• Stochastic Network Interdiction
• Risk-Averse Shortest Path Interdiction
• Minimizing a stochastic maximum-reliability path
• Optimal Interdiction of Unreactive Markovian Evaders
• Optimization of Convex Risk Functions
• Conditional Risk Mappings
• Application of Coherent Risk Measures to Capital Requirements in Insurance

This page was built for publication: Risk-averse stochastic path detection