Risk-averse two-stage stochastic programming with an application to disaster management
From MaRDI portal
Publication:1762003
Recommendations
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design
- Risk-averse two-stage stochastic linear programming: modeling and decomposition
- Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty
- Stochastic dynamic programming solution of a risk-adjusted disaster preparedness and relief distribution problem
- Robust two-stage stochastic linear optimization with risk aversion
Cites work
- scientific article; zbMATH DE number 605729 (Why is no real title available?)
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- scientific article; zbMATH DE number 772850 (Why is no real title available?)
- scientific article; zbMATH DE number 6449412 (Why is no real title available?)
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- A multicut algorithm for two-stage stochastic linear programs
- A regularized decomposition method for minimizing a sum of polyhedral functions
- A two-stage stochastic programming framework for transportation planning in disaster response
- A two-stage stochastic programming model for transportation network protection
- Coherent measures of risk
- Comparison methods for stochastic models and risks
- Computational aspects of minimizing conditional value-at-risk
- Conditional value-at-risk in stochastic programs with mixed-integer recourse
- Convexity and decomposition of mean-risk stochastic programs
- Dual Stochastic Dominance and Related Mean-Risk Models
- From stochastic dominance to mean-risk models: Semideviations as risk measures
- Handling CVaR objectives and constraints in two-stage stochastic models
- Integrated chance constraints: reduced forms and an algorithm
- Introduction to Stochastic Programming
- MSLiP: A computer code for the multistage stochastic linear programming problem
- Optimization of risk measures
- Partitioning procedures for solving mixed-variables programming problems
- Some remarks on the value-at-risk and the conditional value-at-risk
- Stochastic linear programming. Models, theory, and computation
- The integer \(L\)-shaped method for stochastic integer programs with complete recourse
- The α-reliable mean-excess regret model for stochastic facility location modeling
Cited in
(73)- Shelter site location under multi-hazard scenarios
- Endogenous stochastic optimisation for relief distribution assisted with unmanned aerial vehicles
- Multi-modal cargo logistics distribution problem: decomposition of the stochastic risk-averse models
- Heuristic approaches for the multiperiod location-transportation problem with reuse of vehicles in emergency logistics
- Emergency medical service location problem based on physical bounds using chance-constrained programming approach
- Decomposition algorithms for two-stage chance-constrained programs
- Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
- Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
- A two-echelon stochastic facility location model for humanitarian relief logistics
- Robust multicriteria risk-averse stochastic programming models
- Supply chain network design under uncertainty: a comprehensive review and future research directions
- A risk-averse two-stage stochastic programming model for a joint multi-item capacitated line balancing and lot-sizing problem
- Prepositioning emergency earthquake response supplies: a new multi-objective particle swarm optimization algorithm
- A risk-averse stochastic program for integrated system design and preventive maintenance planning
- A stochastic programming approach for shelter location and evacuation planning
- A robust disaster preparedness model for effective and fair disaster response
- Minimizing value-at-risk in single-machine scheduling
- Distributionally robust last-train coordination planning problem with dwell time adjustment strategy
- A risk-averse approach for the planning of a hybrid energy system with conventional hydropower
- Risk-averse formulations and methods for a virtual power plant
- Impact of timing in post-warning prepositioning decisions on performance measures of disaster management: a real-life application
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization
- Multi-stage distributionally robust optimization with risk aversion
- Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design
- Chance-constrained stochastic programming under variable reliability levels with an application to humanitarian relief network design
- Reverse logistics network design and planning utilizing conditional value at risk
- A bi-level stochastic optimization model for multi-commodity rebalancing under uncertainty in disaster response
- Pre-positioning disaster response facilities at safe locations: an evaluation of deterministic and stochastic modeling approaches
- A stochastic programming approach for the optimal management of aggregated distributed energy resources
- Scenario reduction for stochastic programs with conditional value-at-risk
- Stochastic dynamic programming solution of a risk-adjusted disaster preparedness and relief distribution problem
- Dynamic emergency logistics planning: models and heuristic algorithm
- Two-stage mean-risk stochastic mixed integer optimization model for location-allocation problems under uncertain environment
- Robust two-stage stochastic linear optimization with risk aversion
- New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation
- Prepositioning of assets and supplies in disaster operations management: review and research gap identification
- A robust optimization model for humanitarian relief chain design under uncertainty
- Risk-averse two-stage stochastic programs in furniture plants
- Determining the optimal decision time of relief allocation in response to disaster via relief demand updates
- Bi-objective facility location under uncertainty with an application in last-mile disaster relief
- Design of experiments in humanitarian logistics: facility decision making in disaster preparedness
- Disaster preparedness in Humanitarian logistics: a collaborative approach for resource management in floods
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
- Location and capacity allocations decisions to mitigate the impacts of unexpected disasters
- Stochastic network models for logistics planning in disaster relief
- Two-stage distributionally robust mixed-integer optimization model for three-level location-allocation problems under uncertain environment
- Stochastic last mile relief network design with resource reallocation
- Two-stage absolute semi-deviation mean-risk stochastic programming: an application to the supply chain replenishment problem
- A risk-based modeling approach for radiation therapy treatment planning under tumor shrinkage uncertainty
- Robust vertex \(p\)-center model for locating urgent relief distribution centers
- Emergency facility location under random network damage: insights from the Istanbul case
- A stochastic optimization model to reduce expected post-disaster response time through pre-disaster investment decisions
- On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management
- A fair division approach to humanitarian logistics inspired by conditional value-at-risk
- Supply location and transportation planning for hurricanes: a two-stage stochastic programming framework
- Conditional value‐at‐risk beyond finance: a survey
- A mean-risk mixed integer nonlinear program for transportation network protection
- A kernel search heuristic for a fair facility location problem
- A two-stage stochastic variational inequality model for storage and dynamic distribution of medical supplies in epidemic management
- Two-stage distributionally robust optimization model for a pharmaceutical cold supply chain network design problem
- Convex approximations of two-stage risk-averse mixed-integer recourse models
- Scenario-robust pre-disaster planning for multiple relief items
- Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball
- Distributional robustness and lateral transshipment for disaster relief logistics planning under demand ambiguity
- Eco-friendly container transshipment route scheduling problem with repacking operations
- A multistage distributionally robust optimization approach to water allocation under climate uncertainty
- A three-stage stochastic optimization model integrating 5G technology and UAVs for disaster management
- General feasibility bounds for sample average approximation via Vapnik-Chervonenkis dimension
- Two-stage stochastic formulation for relief operations with multiple agencies in simultaneous disasters
- An accelerated L-shaped method for solving two-stage stochastic programs in disaster management
- Effects of feasibility cuts in Lagrangian relaxation for a two-stage stochastic facility location and network flow problem
- Model and solution method for mean-risk cost-based post-disruption restoration of interdependent critical infrastructure networks
This page was built for publication: Risk-averse two-stage stochastic programming with an application to disaster management
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1762003)
