The risk-averse traveling repairman problem with profits.

Patrizia Beraldi Maria Elena Bruni Demetrio Laganà Roberto Musmanno

Published in: Soft Comput. (2019)

Keyphrases

risk averse
risk neutral
risk aversion
decision makers
utility function
stochastic programming
portfolio management
expected utility
linear program
dynamic programming
linear programming
monte carlo
decision problems