A Probabilistic Model for Minmax Regret in Combinatorial Optimization
نویسندگان
چکیده
منابع مشابه
A Probabilistic Model for Minmax Regret in Combinatorial Optimization
In this paper, we propose a probabilistic model for minimizing the anticipated regret in combinatorial optimization problems with distributional uncertainty in the objective coefficients. The interval uncertainty representation of data is supplemented with information on the marginal distributions. As a decision criterion, we minimize the worst-case conditional value-at-risk of regret. The prop...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2014
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.2013.1212