1 Ocak 2018 Dergi makalesi Açık Erişim

Elci, Ozgun; Noyan, Nilay; Bulbul, Kerem

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{
  "@context": "https://schema.org/", 
  "@id": 35421, 
  "@type": "ScholarlyArticle", 
  "creator": [
    {
      "@type": "Person", 
      "affiliation": "Sabanci Univ, Ind Engn Program, TR-34956 Istanbul, Turkey", 
      "name": "Elci, Ozgun"
    }, 
    {
      "@type": "Person", 
      "affiliation": "Sabanci Univ, Ind Engn Program, TR-34956 Istanbul, Turkey", 
      "name": "Noyan, Nilay"
    }, 
    {
      "@type": "Person", 
      "affiliation": "Sabanci Univ, Ind Engn Program, TR-34956 Istanbul, Turkey", 
      "name": "Bulbul, Kerem"
    }
  ], 
  "datePublished": "2018-01-01", 
  "description": "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.", 
  "headline": "Chance-constrained stochastic programming under variable reliability levels with an application to humanitarian relief network design", 
  "identifier": 35421, 
  "image": "https://aperta.ulakbim.gov.tr/static/img/logo/aperta_logo_with_icon.svg", 
  "license": "http://www.opendefinition.org/licenses/cc-by", 
  "name": "Chance-constrained stochastic programming under variable reliability levels with an application to humanitarian relief network design", 
  "url": "https://aperta.ulakbim.gov.tr/record/35421"
}