Risk management in uncapacitated facility location models with random demands

DOI10.1016/j.cor.2007.12.008zbMath1162.90503OpenAlexW2069987344MaRDI QIDQ958433

Michael R. Wagner, Joy Bhadury, Steve Peng

Publication date: 4 December 2008

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2007.12.008

zbMATH Keywords

facility locationvalue-at-riskrisk managementsecond-order cone programming

Mathematics Subject Classification ID

Related Items (9)

Analytic network process in risk assessment and decision analysis ⋮ The inverse 1-median location problem on uncertain tree networks with tail value at risk criterion ⋮ The multifacility center problems with random demand weights ⋮ Optimization of competitive facility location for chain stores ⋮ A fuzzy algorithm for continuous capacitated location allocation model with risk consideration ⋮ The stochastic EOQ model with random sales price ⋮ A continuous covering location model with risk consideration ⋮ A single allocation hub location and pricing problem ⋮ A leader-follower single allocation hub location problem under fixed markups

Uses Software

• CVX
• RiskMetrics

Cites Work

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• On the exact solution of large-scale simple plant location problems
• Second-order cone programming
• Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
• A Mathematical View of Interior-Point Methods in Convex Optimization
• The Inverse Newsvendor Problem: Choosing an Optimal Demand Portfolio for Capacitated Resources
• Optimal Server Location on a Network Operating as an M/G/1 Queue
• A Dual-Based Procedure for Uncapacitated Facility Location
• Optimum Distribution of Switching Centers in a Communication Network and Some Related Graph Theoretic Problems
• Optimum Locations on a Graph with Probabilistic Demands
• Letter to the Editor—Optimum Locations on Graphs with Correlated Normal Demands

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