Conditional value‐at‐risk beyond finance: a survey

C Filippi, G Guastaroba… - … in Operational Research, 2020 - Wiley Online Library
A large number of problems involve making decisions in an uncertain environment and,
hence, with unknown outcomes. Optimization models aimed at controlling the trade‐off …

TEAVAR: striking the right utilization-availability balance in WAN traffic engineering

J Bogle, N Bhatia, M Ghobadi, I Menache… - Proceedings of the …, 2019 - dl.acm.org
To keep up with the continuous growth in demand, cloud providers spend millions of dollars
augmenting the capacity of their wide-area backbones and devote significant effort to …

Designing networks with resiliency to edge failures using two-stage robust optimization

LR Matthews, CE Gounaris, IG Kevrekidis - European Journal of …, 2019 - Elsevier
We study the design of resilient single-commodity flow networks that can remain robust
against multiple concurrent edge failures. We model these failures as binary random …

Cooperative maximum-flow problem under uncertainty in logistic networks

A Hafezalkotob, A Makui - Applied Mathematics and Computation, 2015 - Elsevier
Many decision-making problems in the context of transhipment and logistics, distribution
networks, airline planning and so on, can best be analyzed by the means of maximum-flow …

[HTML][HTML] Information theory perspective on network robustness

TA Schieber, L Carpi, AC Frery, OA Rosso… - Physics Letters A, 2016 - Elsevier
A crucial challenge in network theory is the study of the robustness of a network when facing
a sequence of failures. In this work, we propose a dynamical definition of network …

Risk‐averse optimization and resilient network flows

M Eshghali, PA Krokhmal - Networks, 2023 - Wiley Online Library
We propose an approach to constructing metrics of network resilience, where resilience is
understood as the network's amenability to restoring its optimal or near‐optimal operations …

Loss-constrained minimum cost flow under arc failure uncertainty with applications in risk-aware kidney exchange

QP Zheng, S Shen, Y Shi - Iie Transactions, 2015 - Taylor & Francis
In this article, we study a Stochastic Minimum Cost Flow (SMCF) problem under arc failure
uncertainty, where an arc flow solution may correspond to multiple path flow …

On risk-averse maximum weighted subgraph problems

M Rysz, M Mirghorbani, P Krokhmal… - Journal of Combinatorial …, 2014 - Springer
In this work, we consider a class of risk-averse maximum weighted subgraph problems (R-
MWSP). Namely, assuming that each vertex of the graph is associated with a stochastic …

Performance of attack strategies on modular networks

BR da Cunha, S Gonçalves - Journal of Complex Networks, 2017 - academic.oup.com
Vulnerabilities of complex networks have become a trend topic in complex systems due to its
applications to real-world problems. Most real networks tend to be very fragile to sequential …

Shortest path network problems with stochastic arc weights

JD Jordan, S Uryasev - Optimization Letters, 2021 - Springer
This paper presents an approach to shortest path minimization for graphs with random
weights of arcs. To deal with uncertainty we use the following risk measures: Probability of …