Distributionally robust multi-item newsvendor problem with covariate information
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...
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| Format: | Final Year Project |
| Language: | English |
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Nanyang Technological University
2020
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| Online Access: | https://hdl.handle.net/10356/139025 |
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| Institution: | Nanyang Technological University |
| Language: | English |