|
Event-driven and Attribute-driven Robustness
|
| |
|
|
|
چکیده: (9728 مشاهده) |
| Over five decades have passed since the first wave of robust optimization studies conducted by Soyster and Falk. It is outstanding that real-life applications of robust optimization are still swept aside; there is much more potential for investigating the exact nature of uncertainties to obtain intelligent robust models. For this purpose, in this study, we investigate a more refined description of the uncertain events including (1) event-driven and (2) attribute-driven. Classical methods transform convex programming classes of uncertainty sets. The structural properties of uncertain events are analyzed to obtain a more refined description of the uncertainty polytopes. Hence, tractable robust models with a decent degree of conservatism are introduced to avoid the over-protection induced by classical uncertainty sets. |
|
| |
|
|
متن کامل [PDF 805 kb]
(18004 دریافت)
|
نوع مطالعه: پژوهشی |
موضوع مقاله:
Production/Inventory
دریافت: 1397/1/14 | پذیرش: 1397/1/14 | انتشار: 1397/1/14
|
|
|
|
|
|
|
| ارسال نظر درباره این مقاله |
|
|
|
