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Convex approximations of a probabilistic bicriteria model with disruptions

Authors :
Rengarajan, Tara
Dimitrov, Nedialko
Morton, David P.
Source :
INFORMS Journal on Computing. January 1, 2013, Vol. 25 Issue 1, p147, 14 p.
Publication Year :
2013

Abstract

We consider a multiperiod system operation problem with two conflicting objectives, minimizing cost and risk. Risk sterns from uncertain disruptions to the system during operation. Whereas a general model would [...]

Subjects

Subjects :
Stochastic programming -- Methods
Approximation theory -- Methods
Mathematical optimization
Risk assessment -- Methods
Computers
Science and technology

Details

Language :
English
ISSN :
10919856
Volume :
25
Issue :
1
Database :
Gale General OneFile
Journal :
INFORMS Journal on Computing
Publication Type :
Academic Journal
Accession number :
edsgcl.322192080

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