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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Bibliographic Details
Main Author: Lee, Jonathan Heng Yow
Other Authors: Yan Zhenzhen
Format: Final Year Project
Language:English
Published: Nanyang Technological University 2020
Subjects:
Online Access:https://hdl.handle.net/10356/139025
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Institution: Nanyang Technological University
Language: English

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