Robust Optimization for Probabilistic Protection with Primary and Backup Allocations under Uncertain Demands.
Mitsuki ItoFujun HeEiji OkiPublished in: DRCN (2021)
Keyphrases
- robust optimization
- robust counterpart
- chance constrained
- decision theory
- inventory management
- mathematical programming
- portfolio optimization
- stochastic programming
- probabilistic model
- risk measures
- lot sizing
- bayesian networks
- semidefinite programming
- resource allocation
- decision making
- lower bound
- chance constraints