A Robust Optimization Approach to Inventory Theory
نویسندگان
چکیده
منابع مشابه
A Robust Optimization Approach to Inventory Theory
We propose a general methodology based on robust optimization to address the problem of optimally controlling a supply chain subject to stochastic demand in discrete time. This problem has been studied in the past using dynamic programming, which suffers from dimensionality problems and assumes full knowledge of the demand distribution. The proposed approach takes into account the uncertainty o...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2006
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.1050.0238