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Showing 1 results for Tail Value at Risk

Dr. Fahimeh Baroughi, Mrs. Akram Soltani, Dr. Behrooz Alizadeh,
Volume 10, Issue 2 (9-2019)
Abstract

Here, we investigate the classical p-median location problem on a network in which the vertex weights and the distances between vertices are uncertain. We propose a programming model for the uncertain p-median location problem with tail value at risk objective. Then, we show that it is NP-hard. Therefore, a novel hybrid modified binary particle swarm optimization algorithm is presented to obtain the approximate optimal solution of the proposed model. The algorithm contains the tail value at risk simulation and the expected value simulation. Finally, by computational experiments, the algorithm is illustrated to be efficient.

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مجله انجمن ایرانی تحقیق در عملیات Iranian Journal of Operations Research
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