Robust optimization for selective newsvendor problem with uncertain demand.
Mohammad A. M. Abdel-AalShokri Z. SelimPublished in: Comput. Ind. Eng. (2019)
Keyphrases
- robust optimization
- uncertain demand
- supply chain
- mathematical programming
- stochastic programming
- portfolio optimization
- stochastic optimization
- lot sizing
- inventory management
- max min
- fixed cost
- portfolio selection
- lead time
- inventory models
- single period
- semidefinite programming
- supply chain management
- multi item
- demand uncertainty