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Erschienen in:
2012 | OriginalPaper | Buchkapitel
4. Multi-Objective Optimization via Conditional Value-at-Risk
verfasst von : Wolfram Wiesemann
Erschienen in: Optimization of Temporal Networks under Uncertainty
Verlag: Springer Berlin Heidelberg
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Abstract
In this chapter, we study an optimization problem that is defined on a temporal network and that aims to simultaneously optimize several conflicting objectives: the network’s makespan, the resource costs, as well as the availability and reliability of the network. The availability and reliability of the network will be expressed as decision-dependent probabilities, whereas the network’s makespan and the associated resource costs will be modeled as decision-dependent random variables. The model minimizes the conditional value-at-risk (CVaR) of the makespan and resource costs while imposing constraints on the availability and reliability of the network.