A robust optimization approach to risk-averse routing of marine crude oil tankers.
Atiq Waliullah SiddiquiHassan SarhadiManish VermaPublished in: Comput. Ind. Eng. (2023)
Keyphrases
- risk averse
- robust optimization
- crude oil
- stochastic programming
- risk measures
- mathematical programming
- portfolio optimization
- oil field
- portfolio management
- portfolio selection
- decision theory
- expected utility
- decision makers
- utility function
- long run
- semidefinite programming
- lot sizing
- long term
- decision making
- neural network
- short term
- genetic algorithm