Minimizing value-at-risk in single-machine scheduling
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Publication:513548
DOI10.1007/S10479-016-2251-ZzbMATH Open1357.90062OpenAlexW1944441789MaRDI QIDQ513548FDOQ513548
Authors: Semih Atakan, Kerem Bülbül, Nilay Noyan 
Publication date: 7 March 2017
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: http://research.sabanciuniv.edu/32879/1/minimizing_VaR.pdf
Recommendations
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stochastic programmingvalue-at-riskprobabilistic constraintcut generationsingle-machine schedulingstochastic schedulingscenario decomposition\(K\)-assignment problemdual stabilization
Cites Work
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Cited In (13)
- A stochastic bi-objective project scheduling model under failure of activities
- Robust scheduling in a two-machine re-entrant flow shop to minimise the value-at-risk of the makespan: branch-and-bound and heuristic algorithms based on Markovian activity networks and phase-type distributions
- Distributionally robust single machine scheduling with risk aversion
- A stochastic approach for the single-machine scheduling problem to minimize total expected cost with client-dependent tardiness costs
- Minimizing conditional-value-at-risk for stochastic scheduling problems
- Risk-averse single machine scheduling: complexity and approximation
- Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics
- The distributionally robust machine scheduling problem with job selection and sequence-dependent setup times
- Research on construction and application for the model of multistage job shop scheduling problem
- Evaluation of the quantiles and superquantiles of the makespan in interval valued activity networks
- Target-based distributionally robust optimization for single machine scheduling
- Stochastic planning and scheduling with logic-based Benders decomposition
- Risk averse scheduling with scenarios
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