Distributionally robust single machine scheduling with risk aversion

•A first distributionally robust approach is proposed for production scheduling.•An explicit expression is provided to calculate the robust CVaR.•Three Cauchy-relaxation algorithms have been proposed to solve the problem.•Experimental results show that the proposed algorithms outperform a CPLEX solv...

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Veröffentlicht in:	European journal of operational research 2017-01, Vol.256 (1), p.261-274
Hauptverfasser:	Chang, Zhiqi, Song, Shiji, Zhang, Yuli, Ding, Jian-Ya, Zhang, Rui, Chiong, Raymond
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Assignment problem Cauchy problems CVaR Distributionally robust optimization Integer programming Job shops Production scheduling Risk aversion Robustness and sensitivity analysis Single machine scheduling Stochastic models Studies Total flow time
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