Minimizing value-at-risk in single-machine scheduling
نویسندگان
چکیده
منابع مشابه
Minimizing value-at-risk in single-machine scheduling
The vast majority of the machine scheduling literature focuses on deterministic problems in which all data is known with certainty a priori. In practice, this assumption implies that the random parameters in the problem are represented by their point estimates in the scheduling model. The resulting schedules may perform well if the variability in the problem parameters is low. However, as varia...
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The vast majority of the machine scheduling literature focuses on deterministic problems, in which all data is known with certainty a priori. This may be a reasonable assumption when the variability in the problem parameters is low. However, as variability in the parameters increases incorporating this uncertainty explicitly into a scheduling model is essential to mitigate the resulting adverse...
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ژورنال
عنوان ژورنال: Annals of Operations Research
سال: 2016
ISSN: 0254-5330,1572-9338
DOI: 10.1007/s10479-016-2251-z