69 citations · 178 across the 26 of their papers we have counts for
4 papers · 1 filter
Vector-Valued Multivariate Conditional Value-at-Risk
Merve Merakli, Simge Kucukyavuz
In this study, we propose a new definition of multivariate conditional value-at-risk (MCVaR) as a set of vectors for discrete probability spaces. We explore the properties of the v…
Chance-Constrained Combinatorial Optimization with a Probability Oracle and Its Application to Probabilistic Partial Set Covering
Hao-Hsiang Wu, Simge Kucukyavuz
We investigate a class of chance-constrained combinatorial optimization problems. Given a pre-specified risk level , the chance-constrained program aims to find the min…
Path Cover and Path Pack Inequalities for the Capacitated Fixed-Charge Network Flow Problem
Alper Atamturk, Birce Tezel, Simge Kucukyavuz
Capacitated fixed-charge network flows are used to model a variety of problems in telecommunication, facility location, production planning and supply chain management. In this pap…
Two-stage Stochastic Programming under Multivariate Risk Constraints with an Application to Humanitarian Relief Network Design
Nilay Noyan, Merve Merakli, Simge Kucukyavuz
In this study, we consider two classes of multicriteria two-stage stochastic programs in finite probability spaces with multivariate risk constraints. The first-stage problem featu…