Risk-averse two-stage stochastic programming with an application to disaster management

DOI10.1016/j.cor.2011.03.017zbMath1251.90251OpenAlexW2068142192MaRDI QIDQ1762003

Nilay Noyan

Publication date: 15 November 2012

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

Full work available at URL: https://doi.org/10.1016/j.cor.2011.03.017

zbMATH Keywords

decompositionvalue of informationfacility locationtwo-stage stochastic programmingvalue of stochastic solutiondisaster preparednessdisaster reliefconditional-value-at-riskemergency supplies

Mathematics Subject Classification ID

Stochastic programming (90C15) Inventory, storage, reservoirs (90B05) Discrete location and assignment (90B80)

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Uses Software

• MSLiP
• AMPL
• CPLEX

Cites Work

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