New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation

DOI10.1016/j.ejor.2019.02.010zbMath1430.90443OpenAlexW2914795654MaRDI QIDQ1735183

Justo Puerto, Yolanda Hinojosa, Elena Fernández, Francisco Saldanha-Da-gama

Publication date: 28 March 2019

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2019.02.010

zbMATH Keywords

transportationstochastic mixed-integer programmingCVaR

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15) Transportation, logistics and supply chain management (90B06)

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