The value of randomized strategies in distributionally robust risk-averse network interdiction problems
Utsav Sadana, Erick Delage
| Year of publication: |
2023
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|---|---|
| Authors: | Sadana, Utsav ; Delage, Erick |
| Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 35.2023, 1, p. 216-232
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| Subject: | distributionally robust optimization | conditional value at risk | column generation | network interdiction | spatial branch and bound | Theorie | Theory | Risikomaß | Risk measure | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2022.1257 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014327403