The value of randomized strategies in distributionally robust risk-averse network interdiction problems
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 | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Risikomaß | Risk measure |
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