This paper deals with the evaluation of quantile-based risk measures for the
makespan in scheduling problems represented as temporal networks with uncer tainties on the activity durations. More specifically, for each activity only the
interval for its possible duration values is known in advance to both the sched uler and the risk analyst. Given a feasible schedule, we calculate the quantiles
and the superquantiles of the makespan which are of interest as risk indicators
in various applications.
To this aim we propose and test a set of novel algorithms to determine rapid
and accurate numerical estimations based on the calculation of theoretically
proven lower and upper bounds. An extensive experimental campaign compu tationally shows the validity of the proposed methods, and allows to highlight
their performances through the comparison with respect to the state-of-the-art
algorithms.
Dettaglio pubblicazione
2022, COMPUTERS & OPERATIONS RESEARCH, Pages 106098- (volume: 151)
Evaluation of the quantiles and superquantiles of the makespan in interval valued activity networks (01a Articolo in rivista)
Meloni Carlo, Pranzo Marco
keywords