Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design

DOI10.1007/s10107-019-01373-4zbMath1489.90088arXiv1701.06096OpenAlexW3105109203MaRDI QIDQ2118070

Nilay Noyan, Merve Meraklı, Simge Küçükyavuz

Publication date: 22 March 2022

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.06096

zbMATH Keywords

stochastic programmingnetwork designbranch-and-cutstochastic dominanceBenders decompositionmulticriteria optimizationconditional value-at-riskmultivariate riskhumanitarian reliefpre-disasterrisk-averse two-stage

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Multi-objective and goal programming (90C29) Stochastic programming (90C15)

Related Items (7)

Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness ⋮ Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization ⋮ A distributionally robust chance-constrained model for humanitarian relief network design ⋮ Effects of feasibility cuts in Lagrangian relaxation for a two-stage stochastic facility location and network flow problem ⋮ Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity ⋮ Bi-objective facility location under uncertainty with an application in last-mile disaster relief ⋮ Special issue: topics in stochastic programming

Uses Software

• DDSIP

Cites Work

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