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Robust multi-product inventory optimization under support vector clustering-based data-driven demand uncertainty set
16 references·0 citing·38 second hop
Robust multi-product inventory optimization under support vector clustering-based data-driven demand uncertainty set (2019)Robust multi-product inventory optimizati…Data-driven robust optimization (2017)Data-driven robust optimizati…Data-driven robust optimization based on kernel learning (2017)Data-driven robust optimizati…Ambiguous Joint Chance Constraints Under Mean and Dispersion Information (2017)Ambiguous Joint Chance Constr…A practical guide to robust optimization (2015)A practical guide to robust o…Distributionally robust multi-item newsvendor problems with multimodal demand distributions (2014)Distributionally robust multi…Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Robust Solutions of Optimizat…Adaptive Data-Driven Inventory Control with Censored Demand Based on Kaplan-Meier Estimator (2011)Adaptive Data-Driven Inventor…A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk (2011)A Multiproduct Risk-Averse Ne…Theory and Applications of Robust Optimization (2010)Theory and Applications of Ro…Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications (2009)Sample Average Approximation …Robust optimization – A comprehensive survey (2007)Robust optimization – A compr…A Min-Max Solution of an Inventory Problem (2005)A Min-Max Solution of an Inve…The Price of Robustness (2004)The Price of RobustnessRobust multi-item newsboy models with a budget constraint (2000)Robust multi-item newsboy mod…The newsstand problem: A capacitated multiple-product single-period inventory problem (1996)The newsstand problem: A capa…Analysis of Inventory Systems. (1964)Analysis of Inventory Systems.Maxmin expected utility with non-unique prior (1989)Coherent Measures of Risk (1999)Robust Optimization (2009)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Optimization of conditional value-at-risk (2000)Robust sample average approximation (2017)Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming (2019)Frameworks and Results in Distributionally Robust Optimization (2022)A Stochastic Approximation Method (1951)Design and Analysis of Computer Experiments (1989)Fuzzy sets (1996)Computational methods in optimization considering uncertainties – An overview (2008)Review of uncertainty-based multidisciplinary design optimization methods for aerospace vehicles (2011)Robust possibilistic programming for socially responsible supply chain network design: A new approach (2012)Common risk factors in the returns on stocks and bonds (1993)Introduction to Stochastic Programming (2011)A survey of adjustable robust optimization (2018)Closed-loop supply chain network design under disruption risks: A robust approach with real world application (2018)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Recent advances in robust optimization: An overview (2013)Distributionally Robust Convex Optimization (2014)Simulation Modeling and Analysis. (1983)Stochastic Programming (1995)Stochastic Programming (2010)Monte Carlo sampling-based methods for stochastic optimization (2014)Data-driven chance constrained stochastic program (2015)Wait-and-judge scenario optimization (2016)Robust Convex Optimization (1998)Data-driven stochastic robust optimization: General computational framework and algorithm leveraging machine learning for optimization under uncertainty in the big data era (2017)Data-driven decision making under uncertainty integrating robust optimization with principal component analysis and kernel smoothing methods (2018)Data envelopment analysis and robust optimization: A review (2020)A JOINT ECONOMIC‐LOT‐SIZE MODEL FOR PURCHASER AND VENDOR (1986)Lot Sizing with Random Yields: A Review (1995)The single-period (news-vendor) problem: literature review and suggestions for future research (1999)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Lectures on Stochastic Programming: Modeling and Theory (2009)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)
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References

  • 2004The Price of Robustness4,620 cited
  • 2010Theory and Applications of Robust Optimization2,515 cited
  • 1964Analysis of Inventory Systems.2,345 cited
  • 2007Robust optimization – A comprehensive survey1,603 cited
  • 2012Robust Solutions of Optimization Problems Affected by Uncertain Probabilities752 cited
  • 2015A practical guide to robust optimization637 cited
  • 2017Data-driven robust optimization626 cited
  • 2005A Min-Max Solution of an Inventory Problem552 cited
  • 2009Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications524 cited
  • 2017Data-driven robust optimization based on kernel learning217 cited
  • 2011Adaptive Data-Driven Inventory Control with Censored Demand Based on Kaplan-Meier Estimator182 cited
  • 2014Distributionally robust multi-item newsvendor problems with multimodal demand distributions166 cited
  • 2000Robust multi-item newsboy models with a budget constraint157 cited
  • 1996The newsstand problem: A capacitated multiple-product single-period inventory problem157 cited
  • 2017Ambiguous Joint Chance Constraints Under Mean and Dispersion Information129 cited

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  • 2011A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk112 cited
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