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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書目詳細資料
主要作者: Lee, Jonathan Heng Yow
其他作者: Yan Zhenzhen
格式: Final Year Project
語言:English
出版: Nanyang Technological University 2020
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在線閱讀:https://hdl.handle.net/10356/139025
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