Computational risk management techniques for fixed charge network flow problems with uncertain arc failures

DOI10.1007/s10878-011-9422-2zbMath1269.90132OpenAlexW1964511029MaRDI QIDQ1945698

Alexey Sorokin, Artyom Nahapetyan, Panos M. Pardalos, Vladimir L. Boginski

Publication date: 8 April 2013

Published in: Journal of Combinatorial Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10878-011-9422-2

zbMATH Keywords

uncertaintyheuristicsconditional value-at-riskarc failuresfixed charge network flow problemquantitative risk measures

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Approximation methods and heuristics in mathematical programming (90C59)

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