1 Ocak 2018 Dergi makalesi Açık Erişim

Elci, Ozgun; Noyan, Nilay; Bulbul, Kerem

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  <identifier identifierType="URL">https://aperta.ulakbim.gov.tr/record/35421</identifier>
  <creators>
    <creator>
      <creatorName>Elci, Ozgun</creatorName>
      <givenName>Ozgun</givenName>
      <familyName>Elci</familyName>
      <affiliation>Sabanci Univ, Ind Engn Program, TR-34956 Istanbul, Turkey</affiliation>
    </creator>
    <creator>
      <creatorName>Noyan, Nilay</creatorName>
      <givenName>Nilay</givenName>
      <familyName>Noyan</familyName>
      <affiliation>Sabanci Univ, Ind Engn Program, TR-34956 Istanbul, Turkey</affiliation>
    </creator>
    <creator>
      <creatorName>Bulbul, Kerem</creatorName>
      <givenName>Kerem</givenName>
      <familyName>Bulbul</familyName>
      <affiliation>Sabanci Univ, Ind Engn Program, TR-34956 Istanbul, Turkey</affiliation>
    </creator>
  </creators>
  <titles>
    <title>Chance-Constrained Stochastic Programming Under Variable Reliability Levels With An Application To Humanitarian Relief Network Design</title>
  </titles>
  <publisher>Aperta</publisher>
  <publicationYear>2018</publicationYear>
  <dates>
    <date dateType="Issued">2018-01-01</date>
  </dates>
  <resourceType resourceTypeGeneral="Text">Journal article</resourceType>
  <alternateIdentifiers>
    <alternateIdentifier alternateIdentifierType="url">https://aperta.ulakbim.gov.tr/record/35421</alternateIdentifier>
  </alternateIdentifiers>
  <relatedIdentifiers>
    <relatedIdentifier relatedIdentifierType="DOI" relationType="IsIdenticalTo">10.1016/j.cor.2018.03.011</relatedIdentifier>
  </relatedIdentifiers>
  <rightsList>
    <rights rightsURI="http://www.opendefinition.org/licenses/cc-by">Creative Commons Attribution</rights>
    <rights rightsURI="info:eu-repo/semantics/openAccess">Open Access</rights>
  </rightsList>
  <descriptions>
    <description descriptionType="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.</description>
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