Distributionally robust optimization under moment uncertainty with application to data-driven problems

Operations Research

Volumn 58, Issue 3, 2010, Pages 595-612

  Delage, Erick ^a   Ye, Yinyu ^b  

^a HEC MONTRÉAL   (Canada)

^b Stanford University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATED DEMAND; CYCLIC VARIATIONS; DATA-DRIVEN PROBLEMS; DEMAND DISTRIBUTION; DEMAND VARIABILITY; DETERMINISTIC OPTIMIZATION PROBLEMS; FACTOR-BASED MODEL; INVENTORY CONTROL PROBLEMS; LEADTIME; LIMITED INFORMATION; MULTI-PERIOD; OPTIMIZATION PROBLEMS; PIECEWISE LINEAR; REPLENISHMENT POLICY; ROBUST OPTIMIZATION; SEASONALITY; SECOND ORDER CONE; SOLUTION TIME;

INVENTORY CONTROL; OPTIMIZATION; PIECEWISE LINEAR TECHNIQUES;

DYNAMIC PROGRAMMING;

EID: 77953562445     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1090.0741     Document Type: Article

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