风险规避单机排序问题的复杂性与近似性
Risk averse single machine scheduling - complexity and approximation
摘要:
本文研究了一类单机排序问题。假设作业处理时间和交货期是不确定的,并以离散情景集的形式给出。场景集合中的概率分布是已知的。为了选择一个时间表,一些风险标准,如风险价值(VaR),条件风险价值(CVaR)的使用。各种积极和消极的复杂性结果提供了基本的单机排序问题。本文给出了新的复杂性结果,并加强了一些已知的复杂性结果。
英文摘要:
In this paper a class of single machine scheduling problems is considered. It is assumed that job processing times and due dates can be uncertain and they are specified in the form of discrete scenario set. A probability distribution in the scenario set is known. In order to choose a schedule some risk criteria such as the value at risk (VaR) an conditional value at risk (CVaR) are used. Various positive and negative complexity results are provided for basic single machine scheduling problems. In this paper new complexity results are shown and some known complexity results are strengthen.
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