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Title
Minimizing value-at-risk in single-machine scheduling
Authors
Keywords
Single-machine scheduling, Stochastic scheduling, Value-at-risk, Probabilistic constraint, Stochastic programming, Scenario decomposition, Cut generation, Dual stabilization, <em class=EmphasisTypeItalic >K</em>-assignment problem
Journal
ANNALS OF OPERATIONS RESEARCH
Volume 248, Issue 1-2, Pages 25-73
Publisher
Springer Nature
Online
2016-06-24
DOI
10.1007/s10479-016-2251-z
References
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