EconPapers    
Economics at your fingertips  
 

Min-max controllable risk problems

Evgeny Gurevsky (), Sergey Kovalev and Mikhail Y. Kovalyov
Additional contact information
Evgeny Gurevsky: Université de Nantes
Sergey Kovalev: INSEEC Business School
Mikhail Y. Kovalyov: National Academy of Sciences of Belarus

4OR, 2021, vol. 19, issue 1, No 5, 93-101

Abstract: Abstract A min-max controllable risk problem, defined on combinatorial structures which are either simple paths of a directed multigraph or spanning trees of an undirected multigraph, with resource dependent risk functions of the arcs or the edges, is studied. The resource amount is limited, and the objective is to distribute it between the arcs or the edges so that the maximum risk over the arcs of a simple path or the edges of a spanning tree is minimized. Two new solution approaches are presented, which are asymptotically faster than the solution approaches suggested in the literature.

Keywords: Optimization; Min-max; Risk; Shortest path; Spanning tree; Controllable data; 90B10; 90C27; 90C32; 90C47 (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10288-020-00434-1 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:aqjoor:v:19:y:2021:i:1:d:10.1007_s10288-020-00434-1

Ordering information: This journal article can be ordered from
https://www.springer ... ch/journal/10288/PSE

DOI: 10.1007/s10288-020-00434-1

Access Statistics for this article

4OR is currently edited by Yves Crama, Michel Grabisch and Silvano Martello

More articles in 4OR from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-03-20
Handle: RePEc:spr:aqjoor:v:19:y:2021:i:1:d:10.1007_s10288-020-00434-1