Minimizing value-at-risk in single-machine scheduling
type: Item
instance of: scholarly article
title: Minimizing value-at-risk in single-machine scheduling
zbMATH Open document ID: 1357.90062
author: Semih Atakan
author: Kerem Bülbül
author: Nilay Noyan
published in: Annals of Operations Research
publication date: 2017-03-07T00:00:00Z
full work available at URL: minimizing VaR.pdf
Mathematics Subject Classification ID: 90B36
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 6692513
zbMATH Keywords: single-machine scheduling
zbMATH Keywords: stochastic scheduling
zbMATH Keywords: value-at-risk
zbMATH Keywords: probabilistic constraint
zbMATH Keywords: stochastic programming
zbMATH Keywords: scenario decomposition
zbMATH Keywords: cut generation
zbMATH Keywords: dual stabilization
zbMATH Keywords: \(K\)-assignment problem
describes a project that uses: CPLEX
describes a project that uses: ConicBundle
MaRDI profile type: Publication
OpenAlex ID: W1944441789
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Minimizing value-at-risk in single-machine scheduling (DOI)
DOI: 10.1007/S10479-016-2251-Z