Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design
DOI10.1007/s10107-019-01373-4zbMath1489.90088arXiv1701.06096OpenAlexW3105109203MaRDI QIDQ2118070
Nilay Noyan, Merve Meraklı, Simge Küçükyavuz
Publication date: 22 March 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.06096
stochastic programmingnetwork designbranch-and-cutstochastic dominanceBenders decompositionmulticriteria optimizationconditional value-at-riskmultivariate riskhumanitarian reliefpre-disasterrisk-averse two-stage
Applications of mathematical programming (90C90) Multi-objective and goal programming (90C29) Stochastic programming (90C15)
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