Cardinality of upper average and its application to network optimization

DOI10.1137/16M1095913zbMATH Open1391.90407OpenAlexW2601507163WikidataQ129722837 ScholiaQ129722837MaRDI QIDQ4564778FDOQ4564778

Authors: Matthew Norton, Alexander Mafusalov, Stan Uryasev 

Publication date: 12 June 2018

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/16m1095913

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zbMATH Keywords

linear programmingmixed integer programmingconditional value-at-risknetwork optimizationbuffered probability of exceedancecardinality of upper average

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Programming involving graphs or networks (90C35) Applications of mathematical programming (90C90) Mixed integer programming (90C11)

Cites Work

• Network flows. Theory, algorithms, and applications.
• Stochastic finance. An introduction in discrete time.
• On ordered weighted averaging aggregation operators in multicriteria decisionmaking
• CVaR (superquantile) norm: stochastic case
• CVaR norm and applications in optimization
• Robust linear optimization under general norms.
• Using mixed-integer programming to solve power grid blackout problems
• Chance-constrained optimal power flow: risk-aware network control under uncertainty
• Title not available (Why is that?)
• Robust capacity expansion of network flows
• Buffered Probability of Exceedance: Mathematical Properties and Optimization

Cited In (6)

• Buffered Probability of Exceedance: Mathematical Properties and Optimization
• Soft margin support vector classification as buffered probability minimization
• Shortest path network problems with stochastic arc weights
• Derivatives and subderivatives of buffered probability of exceedance
• Buffered-ranking intervals for virtual profit efficiency analysis
• Minimizing buffered probability of exceedance by progressive hedging

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