Minimizing value-at-risk in single-machine scheduling
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Publication:513548
DOI10.1007/s10479-016-2251-zzbMath1357.90062OpenAlexW1944441789MaRDI QIDQ513548
Semih Atakan, Kerem Bülbül, Nilay Noyan
Publication date: 7 March 2017
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: http://research.sabanciuniv.edu/32879/1/minimizing_VaR.pdf
stochastic programmingsingle-machine schedulingstochastic schedulingvalue-at-riskprobabilistic constraintcut generationscenario decomposition\(K\)-assignment problemdual stabilization
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