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Robust newsvendor problem with autoregressive demand
Affiliation:1. Departamento de Estadística e Investigación Operativa, Facultad de Matemáticas, Instituto de Matemáticas de la Universidad de Sevilla, Av. Reina Mercedes, s/n, 41012 Sevilla, Spain;2. Department of Statistics and Operational Research, Universidad de Cádiz, Spain;1. School of Business Administration, Northeastern University, Box 329, No. 3-11, Wenhua Road, Heping District, Shenyang, Liaoning 110819, China;2. Katz Graduate School of Business, University of Pittsburgh, Pittsburgh, PA 15260, United States;1. School of MAE, Nanyang Technological University, Singapore;2. Systems Engineering and Operations Research Department, George Mason University, Fairfax, VA 22030, USA;1. Department of Industrial and Systems Engineering, University of Minnesota, 111 Church St. SE, Minneapolis, MN 55455, USA;2. School of Information Management and Engineering, Shanghai University of Economics and Finance, 777 Guoding St, Yangpu District, Shanghai, 200433, China;1. Institute of Operations Research, School of Management, Qufu Normal University, Rizhao 276826, China;2. Department of Mechanical and Industrial Engineering, Concordia University, Montreal H3G 1M8, Canada;3. School of Management, Tianjin University of Technology, Tianjin 300384, China
Abstract:
Keywords:Distribution-free newsboy problem  Autoregressive process  Uncertainty set  Minimax  Robust optimization  Forecasting
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