Minimizing conditional-value-at-risk for stochastic scheduling problems

DOI10.1007/s10951-013-0349-6zbMath1297.90067MaRDI QIDQ398891

Lingrui Liao, Hanif D. Sherali, Sarin, Subhash C.

Publication date: 18 August 2014

Published in: Journal of Scheduling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10951-013-0349-6

zbMATH Keywords

dynamic programming; stochastic scheduling; Benders decomposition; total weighted tardiness; conditional-value-at-risk

Mathematics Subject Classification ID

90B36: Stochastic scheduling theory in operations research

90C39: Dynamic programming

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Uses Software

• OR-Library
• XVA-Sched

Cites Work

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