Chance-constrained stochastic programming under variable reliability levels with an application to humanitarian relief network design.

Computers & Operations Research（2018）

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摘要

•Study individual chance-constrained optimization models with variable reliability.•Balance the trade-off between the actual cost and the cost of reliability.•Hybrid stochastic approach with qualitative and quantitative aspects of risk.•Develop effective mixed-integer programming formulations.•Introduce a new risk-averse stochastic last mile relief network design problem.

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关键词

Stochastic programming,Risk-averse,Probabilistic constraints,Chance constraints,Variable reliability,Bonferroni approximation,Value-at-risk,Network design,Post-disaster,Humanitarian logistics,Accessibility,Equity

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