The paper deals with the evaluation of the Expected Shortfall or the Conditional Value-at-Risk for the makespan in scheduling problems represented as temporal activity networks where we assume that only a type-1 fuzzy representation for the activity integer valued durations is known to the scheduler. More precisely, we address the evaluation of the Expected Shortfall associated to a feasible schedule, and we extend the approach recently proposed for the case of interval valued durations. We develop and analyze a suitable computational method to obtain the fuzzy evaluation of the Expected Shortfall of the makespan of a given schedule. The proposed method enables to use the Expected Shortfall as quality criterion for wide classes of scheduling approaches considering risk-aversion in different practical contexts when only a fuzzy representation of activity durations is known.
Dellino, G., Meloni, C., Pranzo, M., & Sama, M. (2021). Expected Shortfall for the Makespan in Activity Networks with Fuzzy Durations. IEEE TRANSACTIONS ON FUZZY SYSTEMS, 1-1 [10.1109/TFUZZ.2021.3069340].
Titolo: | Expected Shortfall for the Makespan in Activity Networks with Fuzzy Durations | |
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Data di pubblicazione: | 2021 | |
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Citazione: | Dellino, G., Meloni, C., Pranzo, M., & Sama, M. (2021). Expected Shortfall for the Makespan in Activity Networks with Fuzzy Durations. IEEE TRANSACTIONS ON FUZZY SYSTEMS, 1-1 [10.1109/TFUZZ.2021.3069340]. | |
Handle: | http://hdl.handle.net/11590/398080 | |
Appare nelle tipologie: | 1.1 Articolo in rivista |