Articles with "distributionally risk" as a keyword



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Distributionally risk‐receptive and risk‐averse network interdiction problems with general ambiguity set

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Published in 2023 at "Networks"

DOI: 10.1002/net.22114

Abstract: We introduce generalizations of stochastic network interdiction problem with distributional ambiguity. Specifically, we consider a distributionally risk‐averse (or robust) network interdiction problem (DRA‐NIP) and a distributionally risk‐receptive network interdiction problem (DRR‐NIP) where a leader maximizes… read more here.

Keywords: network; distributionally risk; risk averse; network interdiction ... See more keywords