Robust assortment optimization using worst-case CVaR under the multinomial logit model.

Xiaolong Li Jiannan Ke

Published in: Oper. Res. Lett. (2019)

Keyphrases

logit model
robust optimization
worst case
lower bound
optimization methods
portfolio selection
stochastic programming
portfolio optimization
np hard
optimization problems
optimization algorithm
probabilistic model
upper bound
mathematical programming
average case