RISK-AVERSE STOCHASTIC ORIENTEERING PROBLEMS

Özlem ÇAVUŞ

doi:https://doi.org/10.18038/estubtda.540384

Makale detayları

RISK-AVERSE STOCHASTIC ORIENTEERING PROBLEMS

Yazarlar:

Özlem ÇAVUŞ

Yayıncı:

Eskisehir Technical University

Ana Başlıklar:

Uygulamalı fizik

Dergi:

Eskişehir Technical University Journal of Science and Technology A - Applied Sciences and Engineering 2019 Vol.20 Issue 3, pp.346-364

Belge Tipi:

Makale

Yayın Tarihi:

9/2019

Belge Dili:

İngilizce

Document ID (Org No.):

2000416996

pISSN:

2667-4211

DOI:

https://doi.org/10.18038/estubtda.540384

Özet:

 






















In
this study, we consider risk-averse orienteering problems with stochastic travel
times or stochastic rewards. In risk-neutral orienteering problems, the objective
is generally to maximize the expected total reward of visited notes. However, due
to uncertain travel times or uncertain rewards, the dispersion in total reward
collected may be large, which necessitates an approach that minimizes the
dispersion (risk) in addition to maximizing the expected total reward. To
handle this, for the orienteering problems with stochastic travel times or
stochastic rewards, we suggest two different formulations with an objective of
coherent measures of risk. For both problems, we conduct an experimental study
using two different coherent measures of risk, which have been extensively used
in the literature, and compare the results. The computational results show that,
in both models suggested and under both risk measures used, the decision maker is
able to obtain a tour with expected total reward being close to the expected
total reward of risk-neutral solution, however with a significant decrease in
the standard deviation of total reward.


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Makale detayları

RISK-AVERSE STOCHASTIC ORIENTEERING PROBLEMS

Yazarlar: Özlem ÇAVUŞ

Yayıncı: Eskisehir Technical University

Ana Başlıklar: Uygulamalı fizik

Dergi: Eskişehir Technical University Journal of Science and Technology A - Applied Sciences and Engineering 2019 Vol.20 Issue 3, pp.346-364

Belge Tipi: Makale

Yayın Tarihi: 9/2019

Belge Dili: İngilizce

Document ID (Org No.): 2000416996

pISSN: 2667-4211

DOI: https://doi.org/10.18038/estubtda.540384

Sayı

Yazarlar:

Özlem ÇAVUŞ

Yayıncı:

Eskisehir Technical University

Ana Başlıklar:

Uygulamalı fizik

Dergi:

Eskişehir Technical University Journal of Science and Technology A - Applied Sciences and Engineering 2019 Vol.20 Issue 3, pp.346-364

Belge Tipi:

Makale

Yayın Tarihi:

9/2019

Belge Dili:

İngilizce

Document ID (Org No.):

2000416996

pISSN:

2667-4211

DOI:

https://doi.org/10.18038/estubtda.540384