Stochastic maximum flow interdiction problems under heterogeneous risk preferences

DOI10.1016/j.cor.2017.09.004zbMath1391.90128OpenAlexW2753549506MaRDI QIDQ1652509

Yongjia Song, Siqian Shen, Xiao Lei

Publication date: 11 July 2018

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2017.09.004

zbMATH Keywords

stochastic programmingmixed-integer linear programmingrisk-averse optimizationconditional value-at-risk (CVaR)maximum flow interdiction

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15) Stochastic network models in operations research (90B15)

Related Items (8)

Optimal deployment of virtual network functions for securing telecommunication networks against distributed denial of service attacks: a robust optimization approach ⋮ A survey on bilevel optimization under uncertainty ⋮ Interdicting restructuring networks with applications in illicit trafficking ⋮ Risk‐averse optimization and resilient network flows ⋮ Distributionally risk‐receptive and risk‐averse network interdiction problems with general ambiguity set ⋮ Maximum Capacity Path Interdiction Problem with Fixed Costs ⋮ A survey of network interdiction models and algorithms ⋮ Successive Quadratic Upper-Bounding for Discrete Mean-Risk Minimization and Network Interdiction

Uses Software

• SNDlib

Cites Work

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