期刊
NAVAL RESEARCH LOGISTICS
卷 53, 期 7, 页码 617-626出版社
JOHN WILEY & SONS INC
DOI: 10.1002/nav.20180
关键词
location model; p-median; stochastic; scenario modeling; risk management
In this paper, we study a strategic facility location problem under uncertainty. The uncertainty associated with future events is modeled by defining alternative future scenarios with probabilities. We present a new model called the alpha-reliable mean-excess model that minimizes the expected regret with respect to an endogenously selected subset of worst-case scenarios whose collective probability of occurrence is no more than 1 - alpha. Our mean-excess risk measure is coherent and computationally efficient. Computational experiments also show that the alpha-reliable mean-excess criterion matches the alpha-reliable minimax criterion closely. (C) 2006 Wiley Periodicals, Inc.
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