Risk-averse optimization and resilient network flows.
Masoud EshghaliPavlo A. KrokhmalPublished in: Networks (2023)
Keyphrases
- network flow
- risk averse
- stochastic programming
- optimization model
- risk neutral
- optimization process
- risk aversion
- utility function
- linear programming
- minimum cost
- decision makers
- multistage
- optimization problems
- integer programming
- optimization methods
- linear program
- collaborative filtering
- stock price
- optimal control
- expected utility
- particle swarm optimization
- robust optimization
- portfolio management
- bipartite graph