Risk‐averse optimization and resilient network flows

DOI10.1002/net.22149zbMath1529.90021OpenAlexW4376503993MaRDI QIDQ6139370

Pavlo A. Krokhmal, Unnamed Author

Publication date: 18 December 2023

Published in: Networks (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/net.22149

zbMATH Keywords

stochastic networkBenders decompositionconvex risk measuresresilient maximum network flow problemresilient minimum cost network flow problem

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic network models in operations research (90B15)

Cites Work

• Certainty equivalents as risk measures
• Certainty equivalent measures of risk
• Polynomial-time identification of robust network flows under uncertain arc failures
• Robust discrete optimization and network flows
• Stochastic maximum flow interdiction problems under heterogeneous risk preferences
• Connectivity and edge-disjoint spanning trees
• Designing a supply chain network under the risk of disruptions
• COVID-19: data-driven optimal allocation of ventilator supply under uncertainty and risk
• The \(\alpha\)-maximum flow model with uncertain capacities
• Generalized deviations in risk analysis
• A factor \(\frac {1}{2}\) approximation algorithm for two-stage stochastic matching problems
• Reverse logistics network design and planning utilizing conditional value at risk
• Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation
• Coherent Measures of Risk
• The fundamental theorem of linear programming: extensions and applications
• Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming
• Emergence of Scaling in Random Networks
• Two-Stage Robust Network Flow and Design Under Demand Uncertainty
• Optimal attack and reinforcement of a network
• Introduction to Stochastic Programming
• Two-Person Zero-Sum Games for Network Interdiction
• Network Optimization Problems: Algorithms, Applications and Complexity
• Recent developments in maximum flow algorithms
• Higher moment coherent risk measures
• AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
• Maximum Matching in the Online Batch-arrival Model
• Stochastic finance. An introduction in discrete time
• Two‐stage stochastic minimum s − t cut problems: Formulations, complexity and decomposition algorithms
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item