Risk in two-stage optimal resource allocation

DOI10.1023/A:1024786218814MaRDI QIDQ2487623zbMATH OpenOpenAlexFDO

Authors A. V. Naumov, S. V. Ulanov

Publication date 8 August 2005

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1024786218814

Mathematics Subject Classification ID

Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

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Cited in

(7)

• Data-driven robust resource allocation with monotonic cost functions
• Optimal allocation of risk-reduction resources in event trees
• Solving bi-objective uncertain stochastic resource allocation problems by the CVaR-based risk measure and decomposition-based multi-objective evolutionary algorithms
• The resource allocation problem for demand forecasting and performance measurement
• The effect of risk aversion on the optimal project resource rate
• The decomposition method for two-stage stochastic linear programming problems with quantile criterion
• Sequential resource allocation with constraints: two-customer case

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