1 Ocak 2018 Dergi makalesi Açık Erişim

Elci, Ozgun; Noyan, Nilay; Bulbul, Kerem

Citation Style Language JSON

{
  "DOI": "10.1016/j.cor.2018.03.011", 
  "abstract": "We focus on optimization models involving individual chance constraints, in which only the right-hand side vector is random with a finite distribution. A recently introduced class of such models treats the reliability levels / risk tolerances associated with the chance constraints as decision variables and trades off the actual cost / return against the cost of the selected reliability levels in the objective function. Leveraging recent methodological advances for modeling and solving chance-constrained linear programs with fixed reliability levels, we develop strong mixed-integer programming formulations for this new variant with variable reliability levels. In addition, we introduce an alternate cost function type associated with the risk tolerances which requires capturing the value-at-risk (VaR) associated with a variable reliability level. We accomplish this task via a new integer linear programming representation of VaR. Our computational study illustrates the effectiveness of our mathematical programming formulations. We also apply the proposed modeling approach to a new stochastic last mile relief network design problem and provide numerical results for a case study based on the real-world data from the 2011 Van earthquake in Turkey. (C) 2018 Elsevier Ltd. All rights reserved.", 
  "author": [
    {
      "family": "Elci", 
      "given": " Ozgun"
    }, 
    {
      "family": "Noyan", 
      "given": " Nilay"
    }, 
    {
      "family": "Bulbul", 
      "given": " Kerem"
    }
  ], 
  "container_title": "COMPUTERS & OPERATIONS RESEARCH", 
  "id": "35421", 
  "issued": {
    "date-parts": [
      [
        2018, 
        1, 
        1
      ]
    ]
  }, 
  "page": "91-107", 
  "title": "Chance-constrained stochastic programming under variable reliability levels with an application to humanitarian relief network design", 
  "type": "article-journal", 
  "volume": "96"
}