Distributionally robust single machine scheduling with risk aversion

DOI10.1016/j.ejor.2016.06.025zbMath1394.90266OpenAlexW2429059420MaRDI QIDQ1752194

Raymond Chiong, Yuli Zhang, Rui Zhang, Jian-Ya Ding, Zhiqi Chang, Shi-ji Song

Publication date: 24 May 2018

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2016.06.025

zbMATH Keywords

single machine schedulingtotal flow timerobustness and sensitivity analysisCVaRdistributionally robust optimization

Mathematics Subject Classification ID

Related Items (18)

Distributionally robust single machine scheduling with the total tardiness criterion ⋮ Parallel Machine Scheduling Under Uncertainty: Models and Exact Algorithms ⋮ Distributionally robust fixed interval scheduling on parallel identical machines under uncertain finishing times ⋮ 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 ⋮ Quality competition and coordination in a VMI supply chain with two risk-averse manufacturers ⋮ Accelerating the calculation of makespan used in scheduling improvement heuristics ⋮ Carbon pricing initiatives-based bi-level pollution routing problem ⋮ Optimal chance-constrained pension fund management through dynamic stochastic control ⋮ A stochastic approach for the single-machine scheduling problem to minimize total expected cost with client-dependent tardiness costs ⋮ Conditional value‐at‐risk beyond finance: a survey ⋮ Coordination in a retailer‐dominated supply chain with a risk‐averse manufacturer under marketing dependency ⋮ Evaluation of the quantiles and superquantiles of the makespan in interval valued activity networks ⋮ Single machine scheduling with release dates: a distributionally robust approach ⋮ Distributionally robust scheduling on parallel machines under moment uncertainty ⋮ Risk-averse single machine scheduling: complexity and approximation ⋮ Target-based distributionally robust optimization for single machine scheduling ⋮ Optimization and coordination in a service-constrained supply chain with the bidirectional option contract under conditional value-at-risk

Uses Software

• CPLEX

Cites Work

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