A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty

DOI10.1007/s11067-014-9236-8zbMath1338.90090OpenAlexW1963814339MaRDI QIDQ291667

Zi-You Gao, Jiancheng Long, W. Y. Szeto, Fangxia Zhao, Hua Sun

Publication date: 10 June 2016

Published in: Networks and Spatial Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10722/202639

zbMATH Keywords

semidefinite programmingdemand uncertaintydistributionally robust joint chance constraintsdynamic network design problemworst-case conditional value-at-risk

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic network models in operations research (90B15) Traffic problems in operations research (90B20)

Related Items (8)

Integrated co-evolution model of land use and traffic network design ⋮ A train dispatching model under a stochastic environment: stable train routing constraints and reformulation ⋮ Mixed network design using hybrid scatter search ⋮ Eco-friendly container transshipment route scheduling problem with repacking operations ⋮ Distributionally robust single machine scheduling with risk aversion ⋮ New safe approximation of ambiguous probabilistic constraints for financial optimization problem ⋮ Distributionally robust last-train coordination planning problem with dwell time adjustment strategy ⋮ Distributionally robust maximum probability shortest path problem

Uses Software

• SeDuMi
• YALMIP

Cites Work

• Unnamed Item
• Dynamic traffic assignment under uncertainty: a distributional robust chance-constrained approach
• A Dantzig-Wolfe decomposition based heuristic scheme for bi-level dynamic network design problem
• Robust optimization model for a dynamic network design problem under demand uncertainty
• Integrated network capacity expansion and traffic signal optimization problem: Robust bi-level dynamic formulation
• Evacuation transportation planning under uncertainty: A robust optimization approach
• Linear programming models for the user and system optimal dynamic network design problem: Formulations, comparisons and extensions
• Robust improvement schemes for road networks under demand uncertainty
• Robust solutions of uncertain linear programs
• Robust discrete optimization and its applications
• Adjustable robust solutions of uncertain linear programs
• Robust solutions of linear programming problems contaminated with uncertain data
• Robust optimization-methodology and applications
• Distributionally robust joint chance constraints with second-order moment information
• On distributionally robust chance-constrained linear programs
• Robust Convex Optimization
• A Linear Programming Model for the Single Destination System Optimum Dynamic Traffic Assignment Problem
• Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
• From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
• Theory and Applications of Robust Optimization
• The Price of Robustness
• Networks synthesis and optimum network design problems: Models, solution methods and applications
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• Minimax analysis of stochastic problems
• Robust Optimization of Large-Scale Systems
• Goal-Driven Optimization
• Robust solutions for network design under transportation cost and demand uncertainty
• Convex Approximations of Chance Constrained Programs

This page was built for publication: A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty