Distribution-dependent robust linear optimization with applications to inventory control
نویسندگان
چکیده
منابع مشابه
Distribution-dependent robust linear optimization with applications to inventory control
This paper tackles linear programming problems with data uncertainty and applies it to an important inventory control problem. Each element of the constraint matrix is subject to uncertainty and is modeled as a random variable with a bounded support. The classical robust optimization approach to this problem yields a solution with guaranteed feasibility. As this approach tends to be too conserv...
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ژورنال
عنوان ژورنال: Annals of Operations Research
سال: 2013
ISSN: 0254-5330,1572-9338
DOI: 10.1007/s10479-013-1467-4