Distributionally robust single machine scheduling with risk aversion

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Distributionally robust single machine scheduling with risk aversion

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作者：Zhiqi Chang^a ; ^{changzq13@mails.tsinghua.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Shiji Song ; ^a ; ^{shijis@mail.tsinghua.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; ^{gaohuang.thu@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; Yuli Zhang^b ; ^{zhangyuli@mail.tsinghua.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Jian-Ya Ding^a ; ^{ding-jy12@mails.tsinghua.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Rui Zhang^c ; ^{r.zhang@ymail.com" class="auth_mail" title="E-mail the corresponding author} ; Raymond Chiong^d ; ^{Raymond.Chiong@newcastle.edu.au" class="auth_mail" title="E-mail the corresponding author}
关键词：Robustness and sensitivity analysis ; Distributionally robust optimization ; Single machine scheduling ; CVaR ; Total flow time
刊名：European Journal of Operational Research
出版年：2017
出版时间：1 January 2017
年：2017
卷：256
期：1
页码：261-274
全文大小：962 K

文摘

class="label">•: A first distributionally robust approach is proposed for production scheduling.
class="label">•: An explicit expression is provided to calculate the robust CVaR.
class="label">•: Three Cauchy-relaxation algorithms have been proposed to solve the problem.
class="label">•: Experimental results show that the proposed algorithms outperform a CPLEX solver.
class="label">•: Robustness of the optimal job sequence is verified via simulation experiments.

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