Solving bi-objective uncertain stochastic resource allocation problems by the CVaR-based risk measure and decomposition-based multi-objective evolutionary algorithms

DOI10.1007/S10479-019-03435-4MaRDI QIDQ828863zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 5 May 2021

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-019-03435-4

zbMATH Keywords

uncertain optimizationCVaR measuredecomposition-based multi-objective evolutionary algorithmmatching schemestochastic resource allocation problem

Mathematics Subject Classification ID

Combinatorial optimization (90C27) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Recommendations

• Scenario-based stochastic resource allocation with uncertain probability parameters
• Robust multicriteria risk-averse stochastic programming models
• Risk in two-stage optimal resource allocation
• 基于P EV 准则的不确定随机多目标规划问题求解
• Resource planning and allocation problem under uncertain environment

Cites work

• scientific article; zbMATH DE number 3748730 (Why is no real title available?)
• A new approach for uncertain multiobjective programming problem based on \(\mathcal{P}_{E}\) principle
• A tabu search heuristic for resource management in naval warfare
• A target-assignment problem
• An efficient constraint handling method for genetic algorithms
• CVaR distance between univariate probability distributions and approximation problems
• Convergence proof of an enhanced particle swarm optimisation method integrated with evolutionary game theory
• Design and analysis of experiments.
• Exact and Heuristic Algorithms for the Weapon-Target Assignment Problem
• Importance measures in reliability and mathematical programming
• Mean-variance-skewness model for portfolio selection with fuzzy returns
• Nonlinear multiobjective optimization
• On Optimum Target Assignments
• On the computational complexity of reliability redundancy allocation in a series system
• Optimally configuring a measurement system to detect diversions from a nuclear fuel cycle
• Reliability optimization of a series system with multiple-choice and budget constraints
• Robust optimization of the insecticide-treated bed nets procurement and distribution planning under uncertainty for malaria prevention and control
• Solving cardinality constrained mean-variance portfolio problems via MILP
• Survey of the research on dynamic weapon-target assignment problem
• The weapon-target assignment problem
• Theory and practice of uncertain programming.

Cited in

(6)

• A MULTI-OBJECTIVE RISK-BASED FRAMEWORK FOR MISSION CAPABILITY PLANNING
• Allocation of redundancies in systems: a general dependency-base framework
• Bi-objective dynamic weapon-target assignment problem with stability measure
• Naval air defense planning problem: a novel formulation and heuristics
• Scenario-based stochastic resource allocation with uncertain probability parameters
• 基于P EV 准则的不确定随机多目标规划问题求解

Describes a project that uses

Uses Software

• MOEA/D
• ParadisEO-MOEO

This page was built for publication: Solving bi-objective uncertain stochastic resource allocation problems by the CVaR-based risk measure and decomposition-based multi-objective evolutionary algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q828863)