Distributionally robust multi-item newsvendor problem with covariate information

• المؤلف الرئيسي: Lee, Jonathan Heng Yow
• مؤلفون آخرون: Yan Zhenzhen
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2020
• الموضوعات: Science::Mathematics
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/139025
• المؤسسة: Nanyang Technological University

This dissertation investigates robust optimization for use in demand forecasting. Techniques of robust optimization such as construction of ambiguity set, robust counterpart and affine recourse approximation are carefully studied. In addition, we’ve included the use of machine-learning technique in...