Minimizing value-at-risk in single-machine scheduling
Author:
Funder
TÜBİTAK
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
http://link.springer.com/content/pdf/10.1007/s10479-016-2251-z.pdf
Reference76 articles.
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3. Alonso-Ayuso, A., Escudero, L., Ortuño, M. O., & Pizarro, C. (2007). On a stochastic sequencing and scheduling problem. Computers and Operations Research, 34(9), 2604–2624.
4. Aloulou, M. A., & Croce, F. D. (2008). Complexity of single machine scheduling problems under scenario-based uncertainty. Operations Research Letters, 36(3), 338–342.
5. Artzner, P., Delbaen, F., Eber, J. M., & Heath, D. (1999). Coherent measures of risk. Mathematical Finance, 9(3), 203–227.
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