1 Ocak 2018 Dergi makalesi Açık Erişim

Elci, Ozgun; Noyan, Nilay; Bulbul, Kerem

Dublin Core

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  <dc:creator>Elci, Ozgun</dc:creator>
  <dc:creator>Noyan, Nilay</dc:creator>
  <dc:creator>Bulbul, Kerem</dc:creator>
  <dc:date>2018-01-01</dc:date>
  <dc: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.</dc:description>
  <dc:identifier>https://aperta.ulakbim.gov.trrecord/35421</dc:identifier>
  <dc:identifier>oai:zenodo.org:35421</dc:identifier>
  <dc:rights>info:eu-repo/semantics/openAccess</dc:rights>
  <dc:rights>http://www.opendefinition.org/licenses/cc-by</dc:rights>
  <dc:source>COMPUTERS &amp; OPERATIONS RESEARCH 96 91-107</dc:source>
  <dc:title>Chance-constrained stochastic programming under variable reliability levels with an application to humanitarian relief network design</dc:title>
  <dc:type>info:eu-repo/semantics/article</dc:type>
  <dc:type>publication-article</dc:type>
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