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

DOI10.1007/S10479-019-03435-4zbMATH Open1461.91154OpenAlexW2981851620MaRDI QIDQ828863FDOQ828863

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

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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)

Cites Work

• An efficient constraint handling method for genetic algorithms
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• Optimally configuring a measurement system to detect diversions from a nuclear fuel cycle
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• Convergence proof of an enhanced particle swarm optimisation method integrated with evolutionary game theory
• 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
• A new approach for uncertain multiobjective programming problem based on \(\mathcal{P}_{E}\) principle
• A target-assignment problem
• On Optimum Target Assignments

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
• 基于P EV 准则的不确定随机多目标规划问题求解
• Scenario-based stochastic resource allocation with uncertain probability parameters

Uses Software

• ParadisEO-MOEO
• MOEA/D

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