Stochastic maximum flow interdiction problems under heterogeneous risk preferences
Xiao Lei, Siqian Shen, Yongjia Song
| Year of publication: |
February 2018
|
|---|---|
| Authors: | Lei, Xiao ; Shen, Siqian ; Song, Yongjia |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 90.2018, p. 97-109
|
| Subject: | Maximum flow interdiction | Stochastic programming | Conditional value-at-Risk (CVar) | Risk-averse optimization | Mixed-integer linear programming | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risikomaß | Risk measure | Risikoaversion | Risk aversion | Risikopräferenz | Risk attitude | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2017.09.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011775269