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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 thi...

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Detalhes bibliográficos
Publicado no:Ann Oper Res
Main Authors: Kang, Seong-Cheol, Brisimi, Theodora S., Paschalidis, Ioannis Ch.
Formato: Artigo
Idioma:Inglês
Publicado em: 2013
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4560268/
https://ncbi.nlm.nih.gov/pubmed/26347579
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10479-013-1467-4
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